Author: Wahab M.
Publisher: Springer Publishing Company
E-ISSN: 1572-9338|185|1|139-160
ISSN: 0254-5330
Source: Annals of Operations Research, Vol.185, Iss.1, 2011-05, pp. : 139-160
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
A Numerical Analysis of American Options with Regime Switching
By Yang Hongtao
Journal of Scientific Computing, Vol. 44, Iss. 1, 2010-07 ,pp. :
A Pricing Model for American Options with Gaussian Interest Rates
Annals of Operations Research, Vol. 100, Iss. 1-4, 2000-12 ,pp. :