Pricing Multi-Asset American Options: A

Pricing Multi-Asset American Options: A

Pavlo Kovalov, Vadim Linetsky, Michael Marcozzi
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Volume:
33
Language:
english
Pages:
29
DOI:
10.1007/s10915-007-9150-z
Date:
December, 2007
File:
PDF, 1.57 MB
english, 2007
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