Pricing a Class of American and European Path Dependent...

Management Science 1995 / 12 Vol. 41; Iss. 12

Pricing a Class of American and European Path Dependent Securities

Hilliard, Jimmy E., Kau, James B., Keenan, Donald C., Muller, Walter J.
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Volume:
41
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.41.12.1892
Date:
December, 1995
File:
PDF, 829 KB
english, 1995
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