A lower bound on the value of an infinite American call option on two assets

✍ Scribed by V. V. Morozov; D. L. Muravei

• Book ID: 113063891
• Publisher: Springer
• Year: 2012
• Tongue: English
• Weight: 109 KB
• Volume: 23
• Category: Article
• ISSN: 1046-283X
• DOI: 10.1007/s10598-012-9120-7