The valuation of American barrier options using the decomposition technique

Verfasser / Beitragende:
Bin Gao, Jin-zhi Huang, Marti Subrahmanyam
Ort, Verlag, Jahr:
New York : New York University - Salomon Center - Leonard N. Stern School of Business, 1998
Beschreibung:
37, 26 p. : ill. ; 28 cm
Format:
Buch
ID: 221722637