Computational methods for derivatives with early exercise features
Carl Chiarella; Boda Kang; Gunter Meyer and Andrew Ziogas
| Year of publication: |
2014
|
|---|---|
| Authors: | Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H. ; Ziogas, Andrew |
| Published in: |
Handbook of computational economics ; Volume 3. - Amsterdam : North-Holland, an imprint of Elsevier, ISBN 978-0-444-52980-0. - 2014, p. 225-275
|
| Subject: | Derivat | Derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010366999