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On the behaviour near expiration for multidimensional American options
Umeå University, Faculty of Science and Technology, Mathematics and Mathematical Statistics.
2006 (English)Report (Other academic)
Place, publisher, year, edition, pages
, Research Report in Mathematics, ISSN 1653-0810 ; 9, 2006
URN: urn:nbn:se:umu:diva-8215OAI: diva2:147886
Available from: 2008-01-15 Created: 2008-01-15Bibliographically approved

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Nyström, Kaj
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Mathematics and Mathematical Statistics

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