"A dynamic programming approach to price installment options."

Hatem Ben Ameur, Michèle Breton, Pascal François (2006)

Details and statistics

DOI: 10.1016/J.EJOR.2004.05.009

access: closed

type: Journal Article

metadata version: 2020-02-21

a service of  Schloss Dagstuhl - Leibniz Center for Informatics