The Valuation of American Options for a Class of Diffusion...

Management Science 2002 / 07 Vol. 48; Iss. 7

The Valuation of American Options for a Class of Diffusion Processes

Jérôme Detemple and Weidong Tian
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Volume:
48
Language:
english
Journal:
Management Science
DOI:
10.2307/822699
Date:
July, 2002
File:
PDF, 974 KB
english, 2002
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