The Valuation of American Options on Multiple Assets

DOI10.1111/1467-9965.00032zbMath0882.90005OpenAlexW2259830200MaRDI QIDQ4354432

Mark N. Broadie, Jérôme B. 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

zbMATH Keywords

American optionsinvestment under uncertaintysecurity valuationvaluation formulas

Mathematics Subject Classification ID

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