A Bound on the Value of a Two-Sided Margrabe American Option with Finite Expiration
Morozov, V. V., Khizhnyak, K. V.Volume:
27
Language:
english
Journal:
Computational Mathematics and Modeling
DOI:
10.1007/s10598-016-9336-z
Date:
October, 2016
File:
PDF, 1021 KB
english, 2016