Simple improvement method for upper bound of american option

Author(s)

• 松本, 浩一 マツモト, コウイチ
• Fujii, Mika
• Tsubota, Kengo

Bibliographic Information

Simple improvement method for upper bound of american option

Mika Fujii, Koichi Matsumoto and Kengo Tsubota

（Discussion paper series, no. 2009-8）

Faculty of Economics, Kyushu University, 2009

Note

"July 2009."

Details

• NCID: BB26109833
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Fukuoka
• Pages/Volumes: 14 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA48453314