A note on the never-early-exercise region of American power exchange options
Miao, Daniel Wei-Chung, Lin, Xenos Chang-Shuo, Yu, Steve Hsin-TingТом:
44
Мова:
english
Журнал:
Operations Research Letters
DOI:
10.1016/j.orl.2015.12.011
Date:
January, 2016
Файл:
PDF, 943 KB
english, 2016