"A dynamic programming approach to price installment options."

Hatem Ben Ameur, Michèle Breton, Pascal François (2006)

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DOI: 10.1016/J.EJOR.2004.05.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Hatem Ben Ameur, Michèle Breton, Pascal François:
A dynamic programming approach to price installment options. Eur. J. Oper. Res. 169(2): 667-676 (2006)

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