A Simple Technique for the Valuation and Hedging of...

The Journal of Derivatives 1994 / 01 Vol. 2; Iss. 1

A Simple Technique for the Valuation and Hedging of American Options

Ho, T.S, Stapleton, Richard C, Subrahmanyam, Marti G
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Volume:
2
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.1994.407897
Date:
January, 1994
File:
PDF, 2.76 MB
english, 1994
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