American Option Valuation: New Bounds, Approximations, and...

Review of Financial Studies 1996 / 10 Vol. 9; Iss. 4

American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods

Broadie, M., Detemple, J.
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Volume:
9
Language:
english
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/9.4.1211
Date:
October, 1996
File:
PDF, 1.60 MB
english, 1996
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