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A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS

✍ Scribed by Vlad Bally; Gilles Pagès; Jacques Printems

Book ID: 110757051
Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 440 KB
Volume: 15
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.0960-1627.2005.00213.x

No coin nor oath required. For personal study only.

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