American option pricing under stochastic volatility : an efficient numerical approach
Farid AitSahlia; Manisha Goswami; Suchandan Guha
| Year of publication: |
2010
|
|---|---|
| Authors: | AitSahlia, Farid ; Goswami, Manisha ; Guha, Suchandan |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 7.2010, 2, p. 171-187
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Numerisches Verfahren | Numerical analysis | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10003954086