LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS

Probability in the Engineering and Informational Sciences 2020 / 10

LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS

Ma, Jingtang, Cui, Zhenyu, Li, Wenyuan
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Journal:
Probability in the Engineering and Informational Sciences
DOI:
10.1017/s0269964820000492
Date:
October, 2020
File:
PDF, 780 KB
2020
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