A lattice algorithm for pricing moving average barrier options
Min Dai; Peifan Li; Jin E. Zhang
| Year of publication: |
2010
|
|---|---|
| Authors: | Dai, Min ; Li, Peifan ; Zhang, Jin E. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 3, p. 542-554
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| 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/10003966493