The Early Exercise Premium Representation for American Options on Multiply Assets
Crossref DOI link: https://doi.org/10.1007/s00245-015-9293-5
Published Online: 2015-02-18
Published Print: 2016-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Klimsiak, Tomasz
Rozkosz, Andrzej
License valid from 2015-02-18