Author: Ciurlia Pierangelo Roko Ilir
Publisher: Springer Publishing Company
ISSN: 0927-7099
Source: Computational Economics, Vol.25, Iss.1-2, 2005-02, pp. : 143-165
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Interest rate options valuation under incomplete information
Annals of Operations Research, Vol. 151, Iss. 1, 2007-04 ,pp. :
Calculating the American options in the default model
By Ivanov R.
Automation and Remote Control, Vol. 68, Iss. 3, 2007-03 ,pp. :
A Numerical Analysis of American Options with Regime Switching
By Yang Hongtao
Journal of Scientific Computing, Vol. 44, Iss. 1, 2010-07 ,pp. :