Reference
Stéphane Villeneuve, “Exercise Regions of American Options on Several Assets”, Finance and Stochastics, vol. 3, 1999, pp. 295–322.
Published in
Finance and Stochastics, vol. 3, 1999, pp. 295–322
Article
Stéphane Villeneuve, “Exercise Regions of American Options on Several Assets”, Finance and Stochastics, vol. 3, 1999, pp. 295–322.
Finance and Stochastics, vol. 3, 1999, pp. 295–322