A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options
| Main Author: | |
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| Format: | Journal article |
| Published: |
2007
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| _version_ | 1797061121815871488 |
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| author | Howison, S |
| author_facet | Howison, S |
| author_sort | Howison, S |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-06T20:26:31Z |
| format | Journal article |
| id | oxford-uuid:2f93517d-908e-478f-94dc-d2ddc2839b02 |
| institution | University of Oxford |
| last_indexed | 2024-03-06T20:26:31Z |
| publishDate | 2007 |
| record_format | dspace |
| spelling | oxford-uuid:2f93517d-908e-478f-94dc-d2ddc2839b022022-03-26T12:56:09Z A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan OptionsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:2f93517d-908e-478f-94dc-d2ddc2839b02Symplectic Elements at Oxford2007Howison, S |
| spellingShingle | Howison, S A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options |
| title |
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options |
| title_full |
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options |
| title_fullStr |
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options |
| title_full_unstemmed |
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options |
| title_short |
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options |
| title_sort | matched asymptotic expansions approach to continuity corrections for discretely sampled options part 2 bermudan options |
| work_keys_str_mv | AT howisons amatchedasymptoticexpansionsapproachtocontinuitycorrectionsfordiscretelysampledoptionspart2bermudanoptions AT howisons matchedasymptoticexpansionsapproachtocontinuitycorrectionsfordiscretelysampledoptionspart2bermudanoptions |