Analytical Upper Bounds for American Option Prices

Analytical Upper Bounds for American Option Prices

Ren-Raw Chen and Shih-Kuo Yeh
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Volume:
37
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/3594997
Date:
March, 2002
File:
PDF, 561 KB
english, 2002
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