EFFICIENT ANALYTIC APPROXIMATION OF AMERICAN OPTION VALUES

被引：488

作者：

BARONEADESI, G ^{[1
]}

WHALEY, RE ^{[1
]}

机构：

[1] DUKE UNIV,FINANCE,DURHAM,NC 27706

来源：

JOURNAL OF FINANCE | 1987年 / 42卷 / 02期

关键词：

D O I：

10.2307/2328254

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：301 / 320

页数：20

共 21 条

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