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Analytical Upper Bounds for American Option Prices:
Chen, Ren-Raw
;
Yeh, Shih-Kuo
The Journal of Financial and Quantitative Analysis. 37 (2002) 1 - p. 117 , 2002
Link:
https://doi.org/10.2307/3594997
RT Journal T1 <Title>Analytical Upper Bounds for American Option Prices</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.2307_3594997&Exemplar=1&LAN=DE A1 Chen, Ren-Raw A1 Yeh, Shih-Kuo PB JSTOR YR 2002 SN 0022-1090 JF The Journal of Financial and Quantitative Analysis VO 37 IS 1 SP 117 LK http://dx.doi.org/https://doi.org/10.2307/3594997 DO https://doi.org/10.2307/3594997 SF ELIB - SuUB Bremen
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