Early exercise premium method for pricing American options under the J-model

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
2199-4730
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Early exercise premium method for pricing American options under the J-model ; volume:2 ; number:1 ; day:7 ; month:12 ; year:2016 ; pages:1-26 ; date:12.2016
Financial innovation ; 2, Heft 1 (7.12.2016), 1-26, 12.2016

Creator
Jerbi, Yacin
Contributor
SpringerLink (Online service)

DOI
10.1186/s40854-016-0042-9
URN
urn:nbn:de:1111-201701044547
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:00 AM CEST

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Associated

  • Jerbi, Yacin
  • SpringerLink (Online service)

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