LP-valuation of exotic American options exploiting structure
M. A. H. Dempster, J. P. Hutton and D. G. Richards
| Year of publication: |
1998
|
|---|---|
| Authors: | Dempster, Michael A. H. ; Hutton, J. P. ; Richards, D. G. |
| Publisher: |
Cambridge : Judge Institute of Management Studies, Univ. of Cambridge |
| Subject: | USA | Exotic options | Bewertung | Lineare Optimierung |
| Extent: | 23 S. |
|---|---|
| Series: | Research papers in management studies. - Cambridge. - Vol. 98,27 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004340041