Adaptive placement method on pricing arithmetic average options
| Year of publication: |
2008
|
|---|---|
| Authors: | Dai, Tian-Shyr ; Wang, Jr-Yan ; Wei, Hui-Shan |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 11.2008, 1, p. 83-118
|
| Publisher: |
Springer |
| Subject: | Arithmetic average options | Interpolation error | Equally-spaced placement | Adaptive placement |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005809713