"Connecting discrete and continuous path-dependent options."

Mark Broadie, Paul Glasserman, Shing-Gang Kou (1999)

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DOI: 10.1007/S007800050052

access: closed

type: Journal Article

metadata version: 2024-08-04

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  - https://dblp.org/rec/journals/fs/BroadieGK99
Mark Broadie, Paul Glasserman, Shing-Gang Kou:
Connecting discrete and continuous path-dependent options. Finance Stochastics 3(1): 55-82 (1999)

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