Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Robust Pricing of the American Put Option: A Note on Richardson ..."

Alfredo Ibáñez (2003)

> Home

Details and statistics

DOI: 10.1287/MNSC.49.9.1210.16571

access: closed

type: Journal Article

metadata version: 2020-06-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mansci/Ibanez03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mansci/Ibanez03
Alfredo Ibáñez:
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium. Manag. Sci. 49(9): 1210-1228 (2003)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.