"Exercise regions of American options on several assets."

Stéphane Villeneuve (1999)

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DOI: 10.1007/S007800050064

access: closed

type: Journal Article

metadata version: 2020-07-22

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Stéphane Villeneuve:
Exercise regions of American options on several assets. Finance Stochastics 3(3): 295-322 (1999)

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