Analytical approximations for the critical stock prices of American options: a performance comparison
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Minqiang |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 13.2010, 1, p. 75-99
|
| Publisher: |
Springer |
| Subject: | American option | Analytical approximation | Critical stock price |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867558