New insights on testing the efficiency of methods of pricing and hedging American options
| Year of publication: |
2008
|
|---|---|
| Authors: | Pressacco, Flavio ; Gaudenzi, Marcellino ; Zanette, Antonino ; Ziani, Laura |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 1, p. 235-254
|
| Publisher: |
Elsevier |