Author:
Broadie Mark,Detemple Jerome
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference13 articles.
1. The Pricing of Options and Corporate Liabilities
2. Bumping Up Against the Barrier with the Binomial Method;Boyle;Journal of Derivatives,1994
3. Pricing and hedging capped options
4. Broadie M. Detemple J. B. , 1993, “The Valuation of American Capped Call Options,” working paper, Columbia University.
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