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A Simple Iterative Method for the Valuation of American Options

Title
A Simple Iterative Method for the Valuation of American Options
Authors
장봉규김인준김경태
Date Issued
2010-08-27
Publisher
KDA
URI
https://oasis.postech.ac.kr/handle/2014.oak/59852
Article Type
Conference
Citation
6th Conference of Asia-Pacific Association of Derivatives, 2010-08-27
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장봉규JANG, BONG GYU
Dept. of Industrial & Management Eng.
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