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"Efficient Computation of Hedging Parameters for Discretely Exercisable ..."

Ron Kaniel, Stathis Tompaidis, Alexander Zemlianov (2008)

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DOI: 10.1287/OPRE.1080.0557

access: closed

type: Journal Article

metadata version: 2020-03-31

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Ron Kaniel, Stathis Tompaidis, Alexander Zemlianov:
Efficient Computation of Hedging Parameters for Discretely Exercisable Options. Oper. Res. 56(4): 811-826 (2008)

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