"American step options."

Jérôme Detemple, Souleymane Laminou Abdou, Franck Moraux (2020)

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DOI: 10.1016/J.EJOR.2019.09.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jérôme Detemple, Souleymane Laminou Abdou, Franck Moraux:
American step options. Eur. J. Oper. Res. 282(1): 363-385 (2020)

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