Pricing and Hedging American Options Using Approximations by Kim Integral Equations

By Siim Kallast, A. Kivinukk. 2003

83 citations recorded by the source corpus.

Subfields: Applied Mathematics, Atomic and Molecular Physics, and Optics, Finance

View Paper: https://www.semanticscholar.org/paper/fa0596961d9c6adbfba3a9eef1b50db57335d02d