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
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