An object-oriented framework for valuing shout options on high-performance computer architectures
H. Windcliff ...
| Year of publication: |
2003
|
|---|---|
| Authors: | Windcliff, H. ; Vetzal, Kenneth R. ; Forsyth, Peter ; Verma, A. ; Coleman, T. F. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 6, p. 1133-1161
|
| Subject: | Optionspreistheorie | Option pricing theory | Computerunterstützung | Computerized method | Theorie | Theory |
| 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/10001734585