A Pricing Model for American Options with Gaussian Interest...

Annals of Operations Research 2000 / 12 Vol. 100; Iss. 1-4

A Pricing Model for American Options with Gaussian Interest Rates

Albert J. Menkveld, Ton Vorst
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Volume:
100
Language:
english
Pages:
16
DOI:
10.1023/a:1019275302878
Date:
December, 2000
File:
PDF, 114 KB
english, 2000
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