American and European options in multi-factor jump-diffusion models, near expiry
Sergei Levendorskiǐ
| Year of publication: |
2008
|
|---|---|
| Authors: | Levendorskij, Sergej Z. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 4, p. 541-560
|
| Subject: | Lévy processes | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | 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/10003899270