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"On the methods of pricing American options: case study."

Burcu Aydogan, Ümit Aksoy, Ömür Ugur (2018)

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DOI: 10.1007/S10479-016-2267-4

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/anor/AydoganAU18
Burcu Aydogan, Ümit Aksoy, Ömür Ugur:
On the methods of pricing American options: case study. Ann. Oper. Res. 260(1-2): 79-94 (2018)

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