American Options Exercise Boundary When the Volatility...

Applied Mathematics & Optimization 1999 / 06 Vol. 39; Iss. 3

American Options Exercise Boundary When the Volatility Changes Randomly

N. Touzi
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Volume:
39
Language:
english
Pages:
12
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/s002459900112
Date:
June, 1999
File:
PDF, 94 KB
english, 1999
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