Continuity corrections for certain perpetual American and Bermudan options on multiple assets
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Beschreibung
Autor*in
Frederik Herzberg
Themen in »Continuity corrections for certain perpetual American and Bermudan options on multiple assets«
American options Barrier options Continuity corrections Exercise regions
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Details
ISBN: 9783832257668
Verlag: Shaker
Erscheinung: 12.2006