Confined exponential approximations for the valuation of American options
| Year of publication: |
2003
|
|---|---|
| Authors: | Lee, Jongwoo ; Paxson, Dean |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 9.2003, 5, p. 449-474
|