A two-step simulation procedure to analyze the exercise features of American options
| Year of publication: |
2004
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|---|---|
| Authors: | Basso, Antonella ; Nardon, Martina ; Pianca, Paolo |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 27.2004, 1, p. 35-56
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005622549