American option valuation: New bounds, approximations, and a comparison of existing methods

Review of Financial Studies

Volumn 9, Issue 4, 1996, Pages 1211-1250

  Broadie, Mark ^a   Detemple, Jerome ^b  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030502126     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/9.4.1211     Document Type: Article

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