Efficient semi-discretization techniques for pricing European and American basket options
Fazlollah Soleymani
| Year of publication: |
2019
|
|---|---|
| Authors: | Soleymani, Fazlollah |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 4, p. 1487-1508
|
| Subject: | Option pricing | American option | European option | Multi-asset basket | Payoff function | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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