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A method to overcome the numerical difficulties in PIN estimation
Ma, Jinfeng
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1381-1384
Persistent link: https://www.econbiz.de/10009680374
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On the valuation of American exchange options : an analytical approximation
Andrikopulos, Andreas A.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1429-1435
Persistent link: https://www.econbiz.de/10008938267
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