Référence
Stéphane Villeneuve, « Exercise Regions of American Options on Several Assets », Finance and Stochastics, vol. 3, 1999, p. 295–322.
Publié dans
Finance and Stochastics, vol. 3, 1999, p. 295–322
Article
Stéphane Villeneuve, « Exercise Regions of American Options on Several Assets », Finance and Stochastics, vol. 3, 1999, p. 295–322.
Finance and Stochastics, vol. 3, 1999, p. 295–322