The valuation of American call options on the minimum of...

The Annals of Applied Probability 2003 / 8 Vol. 13; Iss. 3

The valuation of American call options on the minimum of two dividend-paying assets

Tian, Weidong, Feng, Shui, Detemple, Jerome
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
13
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/aoap/1060202832
Date:
August, 2003
File:
PDF, 287 KB
english, 2003
Conversion to is in progress
Conversion to is failed