An algorithm for computing options on the maximum or minimum of several assets / 1535

Boyle, Phelim P.; Tse, Y.K.

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https://hdl.handle.net/2142/29238 Copy

Description

Title

An algorithm for computing options on the maximum or minimum of several assets / 1535

Author(s)

• Boyle, Phelim P.
• Tse, Y.K.

Contributor(s)

University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Issue Date

1989-02

Publisher

[Urbana, Ill] : College of Commerce and Business Administration, University of Illinois Urbana-Champaign,

Series/Report Name or Number

BEBR faculty working paper ; no. 1535

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/29238

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:algorithmforcomp1535boyl
• http://www.archive.org/details/algorithmforcomp1535boyl

Copyright and License Information

• In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
• Copyright February 1989 Board of Trustees University of Illinois.

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