Robust bounds for the American put
Crossref DOI link: https://doi.org/10.1007/s00780-019-00385-4
Published Online: 2019-03-05
Published Print: 2019-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hobson, David
Norgilas, Dominykas
Text and Data Mining valid from 2019-03-05
Article History
Received: 10 November 2017
Accepted: 2 January 2019
First Online: 5 March 2019