Pricing American-Style Derivatives with European Call Options
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Publication:3115958
DOI10.1287/mnsc.1050.0447zbMath1232.91669MaRDI QIDQ3115958
Michael C. Fu, Andrew E. B. Lim, Huiju Zhang, Scott B. Laprise, Steven I. Marcus
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/fe3be18911d284843f95108f6191065bc327018e
91G20: Derivative securities (option pricing, hedging, etc.)
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