Pricing and Hedging American Options: A Recursive Integration Method

Review of Financial Studies

Volumn 9, Issue 1, 1996, Pages 277-300

  Huang, Jing zhi ^b   Subrahmanyam, Marti G ^a   Yu, G George ^b  

^a NEW YORK UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030556731     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/9.1.277     Document Type: Article

References (35)

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