Discrete-Time Pricing and Optimal Exercise of American...

Applied Mathematics & Optimization 2013 / 02 Vol. 67; Iss. 1

Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

Vanderbei, Robert J., Pınar, Mustafa Ç., Bozkaya, Efe B.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
67
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-012-9182-0
Date:
February, 2013
File:
PDF, 827 KB
english, 2013
Conversion to is in progress
Conversion to is failed