Choice of Optimal Hedging Time in Discrete-Time America Option[J]. Journal of Civil and Environmental Engineering, 2003, 25(2): 99-101111.
DOI:
Choice of Optimal Hedging Time in Discrete-Time America Option[J]. Journal of Civil and Environmental Engineering, 2003, 25(2): 99-101111. DOI: 10.11835/j.issn.1674-4764.2003.02.020.
Choice of Optimal Hedging Time in Discrete-Time America Option