|
|
|
|
|
Giuliano Carroza Uzêda Iorio de Souza,Carlos Patrício Samanez
Pág. p. 503 - 521
This article presents an approach and a model to valuing discrete barrier American options. The developed model consists of an adaptation of the method of Grant, Vora and Weeks (1997), in order to allow to incorporate the barriers. The Hybrid Quasi-Monte...
ver más
|
|
|
|
|