A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Xun Li; Zhenyu Wu
| Year of publication: |
2006
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|---|---|
| Authors: | Li, Xun ; Wu, Zhenyu |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 2.2006, 2, p. 179-205
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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/10003282234