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  • Search: subject:"Geske-Johnson method"
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American option 1 Analytical upper bound 1 Early exercise 1 Geske-Johnson method 1 Never-early-exercise region 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Power exchange option 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Lin, Xenos Chang-Shuo 1 Miao, Daniel Wei-Chung 1 Yu, Steve Hsin-Ting 1
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Operations research letters 1
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ECONIS (ZBW) 1
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A note on the never-early-exercise region of American power exchange options
Miao, Daniel Wei-Chung; Lin, Xenos Chang-Shuo; Yu, … - In: Operations research letters 44 (2016) 1, pp. 129-135
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