Numerical evaluation of the critical price and American options
Year of publication: |
1995
|
---|---|
Authors: | Allegretto, Walter ; Barone-Adesi, Giovanni ; Elliott, Robert |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 1.1995, 1, p. 69-78
|
Publisher: |
Taylor & Francis Journals |
Subject: | American options | critical price | numerical appoximations |
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