A two-step simulation procedure to analyze the exercise features of American options
- 作者Antonella Basso; Martina Nardon; Paolo Pianca
- 卷第27卷
- 期第1期
- 印刷ISSN1593-8883
- 电子ISSN1129-6569
- 文件大小299.07KB
- 发表时间2004-08
- DOI10.1007/s10203-004-0045-2
- 页码35-56
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