Dual pricing of multi-exercise options under volume constraints
Work
Year: 2010
Type: article
Source: Finance and Stochastics
Author Christian Bender
Institution Saarland University
Cites: 22
Cited by: 113
Related to: 10
FWCI: 19.35
Citation percentile (by year/subfield): 93.84
Subfield: Finance
Domain: Social Sciences
Open Access status: closed