A numerical approach to American currency option valuation
Seungmook Choi and Michael D. Marcozzi
| Year of publication: |
2001
|
|---|---|
| Authors: | Choi, Seung-mook S. ; Marcozzi, Michael D. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 9.2001, 2, p. 19-29
|
| Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Theorie | Theory | Numerisches Verfahren | Numerical analysis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001634680