ON THE PRICING OF AMERICAN OPTIONS

被引：196

作者：

KARATZAS, I ^{[1
]}

机构：

[1] UNIV N CAROLINA,CTR STOCHAST PROC,CHAPEL HILL,NC 27514

来源：

关键词：

D O I：

10.1007/BF01448358

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：37 / 60

页数：24

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