Pricing American Options: A Duality Approach (Q3637422)

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Pricing American Options: A Duality Approach
scientific article

    Statements

    title
    Pricing American Options: A Duality Approach (English)
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    author
    Martin B. Haugh
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    Leonid Kogan
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    publication date
    10 July 2009
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    49N15
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    60G40
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    60G44
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    65C05
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    91G20
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    93E20
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    zbMATH DE Number
    5577196
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