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"The implication of missing the optimal-exercise time of an American option."

Arun Chockalingam, Haolin Feng (2015)

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DOI: 10.1016/J.EJOR.2014.12.011

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/eor/ChockalingamF15
Arun Chockalingam, Haolin Feng:
The implication of missing the optimal-exercise time of an American option. Eur. J. Oper. Res. 243(3): 883-896 (2015)

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