An object-oriented framework for valuing shout options on high-performance computer architectures
| Year of publication: |
2003
|
|---|---|
| Authors: | Windcliff, H. ; Vetzal, K. R. ; Forsyth, P. A. ; Verma, A. ; Coleman, T. F. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 6, p. 1133-1161
|
| Publisher: |
Elsevier |