Year | 2009 |
---|---|
Authors | Jia-hau Guo ,Jia-Hau Guo, Mao-Wei Hung, Leh-Chyan So |
Paper Title | A Generalization of the Brone-Adesi and Whaley Approach for the Analytic Approximation of American Options |
Journal Title | Journal of Futures Markets |
Vol.No | 29 |
Issue.No | 5 |
Page(s) | 478-493 |
Level Type | SSCI |
Total Pages | 26 |
Language | Chinese |