An efficient approximation method for American exotic options
Geunhyuk Chang; Jangkoo Kang; Hwa-sung Kim; In Joon Kim
| Year of publication: |
2007
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|---|---|
| Authors: | Chang, Geunhyuk ; Kang, Jangkoo ; Kim, Hwa-sung ; Kim, In-joon |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 1, p. 29-59
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| Subject: | american exotic option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Iteratives Verfahren | Approximation method | 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://ebvufind01.dmz1.zbw.eu/10003492996