Early exercise boundaries for American-style knock-out options (Q2183887): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2020.02.006
@@ Property / DOI: 10.1016/j.ejor.2020.02.006 / rank @@
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@@ Property / author @@
+João Pedro Vidal Nunes
@@ Property / author: João Pedro Vidal Nunes / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2020.02.006
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+W2969861555
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@@ Property / cites work @@
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+.1016/J.EJOR.2020.02.006
@@ Property / DOI: 10.1016/J.EJOR.2020.02.006 / rank @@
+Normal rank