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A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
Huang, Jacqueline
;
Pang, Jong-Shi
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001528153
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Option pricing and linear complementarity
Huang, Jacqueline
;
Pang, Jong-Shi
- In:
The journal of computational finance
2
(
1998
)
1
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pp. 31-60
Persistent link: https://www.econbiz.de/10001447215
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