A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
Tian-Shyr Dai; Chuan-Ju Wang; Yuh-Dauh Lyuu
| Year of publication: |
2013
|
|---|---|
| Authors: | Dai, Tian-shyr ; Wang, Chuan-ju ; Lyuu, Yuh-dauh |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 9, p. 795-826
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009779071