Narrow search
Showing 1 - 3 of 3
Cover Image
Additive and multiplicative duals for American option pricing
Chen, Nan; Glasserman, Paul - In: Finance and stochastics 11 (2007) 2, pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Cover Image
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew; Pérez, José Luis; Budhi Arta Surya; … - In: Finance and stochastics 24 (2020) 4, pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Cover Image
Additive and multiplicative duals for American option pricing
Chen, Nan; Glasserman, Paul - In: Finance and stochastics 11 (2007) 2, pp. 153-180
Persistent link: https://www.econbiz.de/10008222023