A new algorithm for American option pricing : Fourier transform method
by Zi-Min Lu
| Year of publication: |
1995
|
|---|---|
| Authors: | Lu, Zi-min |
| Publisher: |
Princeton, NJ |
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Algorithmus | Algorithm |
| Extent: | 10 Bl. : graph. Darst |
|---|---|
| Series: | Financial Research Center memorandum. - Princeton, NJ, ZDB-ID 2613650-8. - Vol. 150 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000913964