American-type basket option pricing : a simple two-dimensional partial differential equation
Hamza Hanbali and Daniel Linders
| Year of publication: |
2019
|
|---|---|
| Authors: | Hanbali, Hamza ; Linders, Daniel |
| Subject: | Basket options | Black & Scholes | Comonotonicity | Finite difference method | Least-Squares Monte-Carlo | Partial differential equations | Pricing and hedging | Optionspreistheorie | Option pricing theory | Hedging | Analysis | Mathematical analysis | Black-Scholes-Modell | Black-Scholes model | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1588987 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194817