ARTICLES - Pricing American Stock Options by Linear Programming
| Year of publication: |
1999
|
|---|---|
| Authors: | Dempster, M.A.H. ; Hutton, J.P. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 9.1999, 3, p. 229-254
|