Discrete approximation of finite-horizon American-style options (Q2466765): Difference between revisions

@@ Property / author @@
+Roman V. Ivanov
@@ Property / author: Roman V. Ivanov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-006-0005-3
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@@ Property / OpenAlex ID @@
+W1971138024
@@ Property / OpenAlex ID: W1971138024 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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