On the lower arbitrage bound of american contingent claims

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autoren

  • Beatrice Acciaio
  • G. Svindland

Externe Organisationen

  • ETH Zürich
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
FachzeitschriftMathematical finance
PublikationsstatusVeröffentlicht - 2014

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On the lower arbitrage bound of american contingent claims. / Acciaio, Beatrice; Svindland, G.
in: Mathematical finance, 2014.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Acciaio B, Svindland G. On the lower arbitrage bound of american contingent claims. Mathematical finance. 2014. doi: 10.1111/j.1467-9965.2012.00519.x
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