Open AccessThe valuation of American barrier options using the decomposition technique
Author(s) -
Marti G. Subrahmanyam,
Bin Gao,
Jing-Zhi Huang
Publication year - 2000
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/aewf-hd33
Subject(s) - valuation (finance) , business , finance