검색결과 : 2건
No. | Article |
---|---|
1 |
Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model Vanderbei RJ, Pinar MC, Bozkaya EB Applied Mathematics and Optimization, 67(1), 97, 2013 |
2 |
The American Foreign Exchange Option in Time-Dependent One-Dimensional Diffusion Model for Exchange Rate Rehman N, Shashiashvili M Applied Mathematics and Optimization, 59(3), 329, 2009 |