The Valuation of American Passport Options: A Viscosity Solution Approach
Wang, Yang, Bian, Baojun, Yang, Zijiang, Zhang, JizhouLanguage:
english
Journal:
Journal of Optimization Theory and Applications
DOI:
10.1007/s10957-018-1411-5
Date:
October, 2018
File:
PDF, 895 KB
english, 2018