Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Carl Chiarella, Nadima El-Hassan, Adam Kucera
| Year of publication: |
1999
|
|---|---|
| Authors: | Chiarella, Carl ; Hassan, Nadima el ; Kuczera, Adam |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 23.1999, 9/10, p. 1387-1424
|
| Subject: | Derivat | Derivative | Futures | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic dynamics & control |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001415373