Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

✍ Scribed by Vanderbei, Robert J.; Pınar, Mustafa Ç.; Bozkaya, Efe B.

• Book ID: 120207782
• Publisher: Springer
• Year: 2012
• Tongue: English
• Weight: 827 KB
• Volume: 67
• Category: Article
• ISSN: 0095-4616
• DOI: 10.1007/s00245-012-9182-0