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Pricing American options on foreign assets in a stochastic interest rate economy
Chung, San-lin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 667-692
Persistent link: https://www.econbiz.de/10001724585
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Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy
Chung, San-Lin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 667-692
Persistent link: https://www.econbiz.de/10006695089
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Option Pricing in a Multi-Asset, Complete Market Economy
Chen, Ren-Raw; Chung, San-Lin; Yang, Tyler T. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 649-666
Persistent link: https://www.econbiz.de/10006695090
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Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw; Chung, San-lin; Yang, Tyler T. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
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Generalized Analytical Upper Bounds for American Option Prices
Chung, San-Lin; Chang, Hsieh-Chung - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 209-228
Persistent link: https://www.econbiz.de/10007614816
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Generalized analytical upper bounds for American option prices
Chung, San-lin; Chang, Hsieh-chung - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 209-227
Persistent link: https://www.econbiz.de/10003434630