A pricing method for options based on average asset values
A. G. Z. Kemna and A. C. F. Vorst
| Year of publication: |
1999
|
|---|---|
| Authors: | Kemna, A. G. Z. ; Vorst, Ton |
| Published in: |
Options : classic approaches to pricing and modelling. - London : Risk Books, ISBN 1-899332-71-5. - 1999, p. 345-360
|
| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Reprint |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001772465