Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities

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Publication:4827312

DOI10.1111/j.0960-1627.2004.00190.xzbMath1090.91051OpenAlexW3125920562MaRDI QIDQ4827312

Alfredo Ibáñez

Publication date: 16 November 2004

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00190.x



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