The Sensitivity of American Options to Suboptimal Exercise Strategies
| Year of publication: |
2010
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|---|---|
| Authors: | Ibáñez, Alfredo ; Paraskevopoulos, Ioannis |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 45.2010, 6, p. 1563-1563
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