"An integral equation representation approach for valuing Russian options ..."

Junkee Jeon et al. (2016)

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DOI: 10.1016/J.CNSNS.2015.12.019

access: closed

type: Journal Article

metadata version: 2020-07-20

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Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang:
An integral equation representation approach for valuing Russian options with a finite time horizon. Commun. Nonlinear Sci. Numer. Simul. 36: 496-516 (2016)

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