Research and publications
An improved method for pricing and hedging long dated American options
European Journal of Operational Research, Volume 254, Issue 2, 16 October 2016, Pages 656-666
Author(s):
Frank J.Fabozzi, TommasoPaletta, SilviaStanescu, RaduTunaru
Summary:
European Journal of Operational Research, Volume 254, Issue 2, 16 October 2016, Pages 656-666
| Type : | Academic Publication |
|---|---|
| Date : | 10/01/2016 |
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
