A Generalization of the Recursive Integration Method for...

A Generalization of the Recursive Integration Method for the Analytic Valuation of American Options

Chang, Lung-Fu, Guo, Jia-Hau, Hung, Mao-Wei
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Volume:
36
Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21765
Date:
September, 2016
File:
PDF, 114 KB
english, 2016
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