SMEAL WIKI

Pricing and Hedging American Options: A Recursive Integration Method

Jing‐Zhi Huang, Marti G. Subrahmanyam, G. George Yu
Year1996
VenueReview of Financial Studies
Typearticle
Citations310
DOI10.1093/rfs/9.1.277
OpenAlexW3121914377

Topics

Stochastic processes and financial applicationsEconomicsFinancial economicsBusiness