Early exercise boundaries for American-style knock-out options

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Publication:2183887

DOI10.1016/j.ejor.2020.02.006zbMath1441.91079OpenAlexW2969861555MaRDI QIDQ2183887

José Carlos Dias, João Pedro Ruas, João Pedro Vidal Nunes

Publication date: 27 May 2020

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.02.006




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