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Approximating the Early Exercise Boundary for American-style Options
Bibliographic Information
- Other Title
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- Financial Modeling and Analysis
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Journal
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- 数理解析研究所講究録
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数理解析研究所講究録 (1818), 1-16, 2012-12
[京都] : 京都大学数理解析研究所
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Details 詳細情報について
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- CRID
- 1520572359982150144
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- NII Article ID
- 110009527057
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- NII Book ID
- AN00061013
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- ISSN
- 18802818
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- NDL BIB ID
- 024280843
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- Text Lang
- en
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- NDL Source Classification
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- ZM31(科学技術--数学)
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- Data Source
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- NDL Search
- CiNii Articles