An improved method for pricing and hedging long dated American options

European Journal of Operational Research, Volume 254, Issue 2, 16 October 2016, Pages 656-666

Author(s) :

Frank J.Fabozzi

EDHEC Business School

TommasoPaletta

Business School, University of Kent

SilviaStanescu

Business School, University of Kent

RaduTunaru

Business School, University of Kent

European Journal of Operational Research, Volume 254, Issue 2, 16 October 2016, Pages 656-666

Type : Academic publication
Date : le 01/10/2016
Research Cluster : Finance
Source : European Journal of Operational Research

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