Convergence of American option values from discrete- to continuous-time financial models
Kaushik Amin ; Ajay Khanna
| Year of publication: |
1994
|
|---|---|
| Authors: | Amin, Kaushik I. |
| Other Persons: | Khanna, Ajay (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 4.1994, 4, p. 289-304
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| Subject: | Martingales | Optionspreistheorie | Option pricing theory | Zeitökonomie | Economy of time | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001185091