Discrete-Time Valuation of American Options with Stochastic...

Review of Financial Studies 1995 / SPR Vol. 8; Iss. 1

Discrete-Time Valuation of American Options with Stochastic Interest Rates

Kaushik I. Amin and James N. Bodurtha, Jr.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
8
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/2962194
Date:
January, 1995
File:
PDF, 3.32 MB
english, 1995
Conversion to is in progress
Conversion to is failed