Original language | English |
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Pages (from-to) | 965-988 |
Number of pages | 34 |
Journal | SIAM Journal on Financial Mathematics |
Volume | 2 |
Publication status | Published - 2011 |
A Bridge Between American and European Options: The Ameripean Delayed-Exercise Model
Research output: Contribution to journal › Article › peer-review
2
Citations
(Scopus)