Simulation and Early Exercise Problem: The Case of Options on Minimum or Maximum of Two Risky Assets
Resource
2000 International Conference on Finance, Taipei, Taiwan(2000)
Journal
2000 International Conference on Finance, Taipei
Pages
-
Date Issued
2000
Date
2000
Author(s)
Chang, C. C.
Chung, S. L.
Lin, C. G.
Type
conference paper