Discussion of the paper "Valuing American options in a Path Simulation Model" by J.A. Tilley

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Serval ID
serval:BIB_7E250283416F
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Discussion of the paper "Valuing American options in a Path Simulation Model" by J.A. Tilley
Journal
Transactions of the Society of
Author(s)
Gerber H. U., Shiu E. S. W.
Publication state
Published
Issued date
1993
Volume
44
Pages
524-534
Create date
26/08/2008 17:38
Last modification date
20/08/2019 14:39
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