Numerical Approach to Multiple Exercise Boundaries of Multiple Exercise Options

Ryo Hirade, Katsunori Ano, Naoto Miyoshi

Research output: Contribution to journalArticle

Original languageEnglish
JournalINFORMS 15th Applied Probability Society Conference, Cornell Universi
Publication statusPublished - 2009 Jul 1

Cite this

Numerical Approach to Multiple Exercise Boundaries of Multiple Exercise Options. / Hirade, Ryo; Ano, Katsunori; Miyoshi, Naoto.

In: INFORMS 15th Applied Probability Society Conference, Cornell Universi, 01.07.2009.

Research output: Contribution to journalArticle

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author = "Ryo Hirade and Katsunori Ano and Naoto Miyoshi",
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AU - Miyoshi, Naoto

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M3 - Article

JO - INFORMS 15th Applied Probability Society Conference, Cornell Universi

JF - INFORMS 15th Applied Probability Society Conference, Cornell Universi

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