Pricing and Hedging American Options: A Recursive Integration Method
| Year of publication: |
1996
|
|---|---|
| Authors: | Huang, Jing-zhi ; Subrahmanyam, Marti G. ; Yu, G.George |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 9.1996, 1, p. 277-300
|