Efficient analytic approximation of American option values
Giovanni Barone-Adesi and Robert E. Whaley
| Year of publication: |
1987
|
|---|---|
| Authors: | Barone-Adesi, Giovanni |
| Other Persons: | Whaley, Robert E. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 42.1987, 2, p. 301-320
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| Subject: | Warenbörse | Commodity exchange | USA | United States | Kanada | Canada |
| 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/10001047785