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"Valuation of American passport option using a three-time level scheme."

Ankur Kanaujiya, Siddhartha P. Chakrabarty (2019)

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DOI: 10.1007/S40314-019-0785-9

access: closed

type: Journal Article

metadata version: 2024-05-07

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Ankur Kanaujiya, Siddhartha P. Chakrabarty:
Valuation of American passport option using a three-time level scheme. Comput. Appl. Math. 38(2) (2019)

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