A SIMPLE TECHNIQUE FOR THE VALUATION AND HEDGING OF AMERICAN OPTIONS
| Year of publication: |
1994
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|---|---|
| Authors: | Ho, T.S. ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 2.1994, 1, p. 52-66
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