Early Exercise Regions for Exotic Options

Early Exercise Regions for Exotic Options

Tan, Ken Seng, Vetzal, Kenneth R
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Volume:
3
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.1995.407930
Date:
January, 1995
File:
PDF, 2.99 MB
english, 1995
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