Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium
- 期刊名称Management Science
- 作者Ibáñez, Alfredo
- 卷第49卷
- 期第9期
- 印刷ISSN0025-1909
- 电子ISSN1526-5501
- 文件大小321.56KB
- 发表时间2003-09
- DOI10.1287/mnsc.49.9.1210.16571
- 页码1210-1228
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