The Valuation of American Options on Multiple Assets
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Publication:4354432
DOI10.1111/1467-9965.00032zbMATH Open0882.90005OpenAlexW2259830200MaRDI QIDQ4354432FDOQ4354432
Authors: Mark Broadie, Jérôme Detemple 
Publication date: 18 September 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/94s-08.pdf
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