Analytical approximations for the critical stock prices of American options : a performance comparison
Minqiang Li
| Year of publication: |
2010
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|---|---|
| Authors: | Li, Minqiang |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 13.2010, 1, p. 75-99
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| Subject: | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Numerisches Verfahren | Numerical analysis | 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/10008695500