Title of article
A dynamic programming approach to price installment options
Author/Authors
Hatem Ben-Ameur، نويسنده , , Michèle Breton، نويسنده , , Pascal François، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
10
From page
667
To page
676
Keywords
finance , Dynamic Programming , option pricing , Installment option , Installment warrant
Journal title
European Journal of Operational Research
Serial Year
2006
Journal title
European Journal of Operational Research
Record number
215749
Link To Document