A note on American options with varying exercise price

The Journal of the Australian Mathematical Society Series B Applied Mathematics 1995 / 7 Vol. 37; Iss. 1

A note on American options with varying exercise price

Dewynne, J. N., Wilmott, P.
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Volume:
37
Language:
english
Journal:
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
DOI:
10.1017/s0334270000007566
Date:
July, 1995
File:
PDF, 578 KB
english, 1995
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