Closed-form approximate solutions of window barrier options with term-structure volatility and interest rates using the boundary integral method
Yi-Long Hsiao
| Year of publication: |
2012
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| Authors: | Hsiao, Yi-long |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 4, p. 291-302
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| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zins | Interest rate | Zinsstruktur | Yield curve |
| 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/10009725339