A dynamic programming approach for pricing options embedded in bonds
Hatem Ben-Ameur, Michèle Breton, Lotfi Karoui, Pierre L'Ecuyer
| Year of publication: |
2007
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|---|---|
| Authors: | Ben-Ameur, Hatem ; Breton, Michèle ; Karoui, Lotfi ; L'Ecuyer, Pierre |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 7, p. 2212-2233
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| Subject: | Optionspreistheorie | Option pricing theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003485019