The Valuation of American Call Options on the Minimum of...

The Annals of Applied Probability 2003 / 08 Vol. 13; Iss. 3

The Valuation of American Call Options on the Minimum of Two Dividend-Paying Assets

Jerome Detemple, Shui Feng and Weidong Tian
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Volume:
13
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/1193232
Date:
August, 2003
File:
PDF, 667 KB
english, 2003
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