No-arbitrage bounds on American Put Options with a single maturity

Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2006.

Bibliographic Details
Main Author:	Shah, Premal (Premal Y.)
Other Authors:	Dimitris J. Bertsimas.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2007
Subjects:	Operations Research Center.
Online Access:	http://hdl.handle.net/1721.1/36232

Internet

http://hdl.handle.net/1721.1/36232