A Bridge Between American and European Options: The Ameripean Delayed-Exercise Model

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	965-988
Number of pages	34
Journal	SIAM Journal on Financial Mathematics
Volume	2
Publication status	Published - 2011

Cite this

@article{9a596a42431143ef9eccfef797a85cd7,

title = "A Bridge Between American and European Options: The Ameripean Delayed-Exercise Model",

author = "David Newton",

year = "2011",

language = "English",

volume = "2",

pages = "965--988",

journal = "SIAM Journal on Financial Mathematics",

issn = "1945-497X",

publisher = "Society for Industrial and Applied Mathematics Publications",

}