Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities
Hon-Kwok Fung, Leong Kwan Li, S. P. Yung and Wei Zhou
| Year of publication: |
2013
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|---|---|
| Authors: | Fung, Hon-kwok ; Li, Leong Kwan ; Yung, S. P. ; Zhou, Wei |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 1, p. 59-68
|
| Subject: | Derivat | Derivative | 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/10009782577