A new integral equation formulation for American put options
Song-Ping Zhu, Xin-Jiang He and XiaoPing Lu
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Zhu, Song-Ping ; He, Xin-Jiang ; Lu, Xiaoping |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 3, p. 483-490
|
| Subject: | Integral equation | American put options | Computational accuracy and efficiency | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1348617 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011906400