ISSN 1380-6645
Publisher: Springer
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The Pricing of Bermudan-Style Options on Correlated Assets pp. 127-151(25) Authors: Peterson S.J.; Stapleton R.C.
Disagreement and Equilibrium Option Trading Volume pp. 153-179(27) Author: Cassano M.A.
Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices pp. 181-203(23) Authors: Dai T-S.; Lyuu Y-D.