An efficient approximation method for American exotic options
| Year of publication: |
2007
|
|---|---|
| Authors: | Chang, Geunhyuk ; Kang, Jangkoo ; Kim, Hwa-Sung ; Kim, In Joon |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 1, p. 29-60
|