An explicit finite difference approach to the pricing of barrier options
Phelim P. Boyle and Yisong (Sam) Tian
| Year of publication: |
1998
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|---|---|
| Authors: | Boyle, Phelim P. |
| Other Persons: | Tian, Yisong Sam (contributor) |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 5.1998, 1, p. 17-43
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| Subject: | Optionspreistheorie | Option pricing theory | 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/10001238444