American Options Exercise Boundary when the Volatility Changes Randomly.
| Year of publication: |
1995
|
|---|---|
| Authors: | Touzi, N. |
| Subject: | FINANCIAL MARKET | ECONOMIC MODELS | STOCHASTIC MODELS |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 17 pages |
| Classification: | G1 - General Financial Markets ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005671583