SMEAL WIKI

Pricing and Hedging American Options: A Recursive Integration Method

Jing-Zhi Jay Huang, Marti G. Subrahmanyam, Guo-Xiang Yu
Year1996
VenueReview of Financial Studies
Typearticle
Citations294
DOI10.1093/rfs/9.1.277
OpenAlexW3121914377

Topics

Stochastic processes and financial applicationsEconomicsFinancial economicsBusiness