Analytic Approximation of the Optimal Exercise Boundaries for American Futures Options
- Publisher
- Wiley-Blackwell
- Issue Date
- 1994
- Language
- English
- Article Type
- Article
- Keywords
VALUATION; CONTRACTS
- Citation
JOURNAL OF FUTURES MARKETS, v.14, no.1, pp.1 - 24
- ISSN
- 0270-7314
- Appears in Collection
- RIMS Journal Papers
- Files in This Item
- There are no files associated with this item.
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