OPTION BOUNDS IN DISCRETE-TIME - EXTENSIONS AND THE PRICING OF THE AMERICAN PUT

被引:26
作者
PERRAKIS, S [1 ]
机构
[1] ECOLE SUPER COMMERCE & ADM ENTREPRISES,REIMS,FRANCE
关键词
D O I
10.1086/296319
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:119 / 141
页数:23
相关论文
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