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