An approximation of the American call option to Switch : a note
Sorin Tuluca
| Year of publication: |
2009
|
|---|---|
| Authors: | Tuluca, Sorin |
| Published in: |
Banking and finance letters : BFL. - Famagusta : International Economic Society Publ. Group, ISSN 1308-6588, ZDB-ID 2561214-1. - Vol. 1.2009, 3, p. 195-203
|
| Subject: | Optionspreistheorie | Option pricing theory | Simulation |
| 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/10003985878