Exercise Regions of American Options on Several Assets

Villeneuve, Stéphane (1999) Exercise Regions of American Options on Several Assets. Finance and Stochastics, 3. pp. 295-322.

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Official URL: http://tse-fr.eu/pub/24721
Item Type: Article
Language: English
Date: 1999
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSM Research (Toulouse), TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:45
Last Modified: 07 Mar 2018 13:20
OAI ID: oai:tse-fr.eu:24721
URI: http://publications.ut-capitole.fr/id/eprint/957

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