Work

A parity result for American options

Year: 1998

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.1998.010

Authors: Robert L. McDonald, Mark D. Schroder

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W137028538

FWCI: 4.444

Cites:

Cited by: 97

Related to: 10