Evaluation of compound options using perturbation approximation
Jean-Pierre Fouque; Chuan-Hsiang Han
| Year of publication: |
2005
|
|---|---|
| Authors: | Fouque, Jean-Pierre ; Han, Chuan-Hsiang |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 9.2005, 1, p. 41-61
|
| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| 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/10003191108