Talk
In-Out Parity Relations and Early Exercise Boundaries for American-Style Barrier Options
José Carlos Dias (Dias, J.C.); João Nunes (Nunes, J.P.); João Pedro Ruas (Ruas, J. P.);
Event Title
FMA 17th European Conference
Year (definitive publication)
2013
Language
English
Country
Luxembourg
More Information
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Abstract
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Acknowledgements
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Keywords
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Publication Identifiers
ci-pub-9583
Other Publication Details
Yes
Digital
Luxembourg City, Luxembourg
Conference
International
Oral Presentation