Confined exponential approximations for the valuation of American options

Author: Lee Jongwoo   Paxson Dean  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.9, Iss.5, 2003-10, pp. : 449-474

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract