Author: Choi S. Marcozzi M.D.
Publisher: Elsevier
ISSN: 0898-1221
Source: Computers and Mathematics with Applications, Vol.46, Iss.5, 2003-09, pp. : 741-749
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Interest rate options valuation under incomplete information
Annals of Operations Research, Vol. 151, Iss. 1, 2007-04 ,pp. :
A Pricing Model for American Options with Gaussian Interest Rates
Annals of Operations Research, Vol. 100, Iss. 1-4, 2000-12 ,pp. :
Valuation of American Continuous-Installment Options
By Ciurlia Pierangelo Roko Ilir
Computational Economics, Vol. 25, Iss. 1-2, 2005-02 ,pp. :
A Stochastic Programming Model for Currency Option Hedging
By Wu J.
Annals of Operations Research, Vol. 100, Iss. 1-4, 2000-12 ,pp. :