Derivativos e Risco
A New Class of Option: The American Delayed-Exercise Option | |
Paul Vincent Johnson, Nicholas James Sharp, Peter W Duck, David P Newton |
Econometria e Métodos Numéricos em Finanças
Enhanced Finite-Difference Techniques for Early-Exercise Options on Single and Multiple Underlying Factors | |
Paul Vincent Johnson, Nicholas James Sharp, Peter W Duck, David P Newton |