Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Christian Skaug, Arvid Naess
| Year of publication: |
2007
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|---|---|
| Authors: | Skaug, Christian ; Naess, Arvid |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 30.2007, 2, p. 143-151
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| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| 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/10003702548