The valuation of American barrier options using the decomposition technique
| Year of publication: |
2000
|
|---|---|
| Authors: | Gao, Bin ; Huang, Jing-zhi ; Subrahmanyam, Marti |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 24.2000, 11, p. 1783-1828
|