Generalized control variate methods for pricing Asian options
Chuan-hsiang Han; Yongzeng Lai
| Year of publication: |
2010
|
|---|---|
| Authors: | Han, Chuan-Hsiang ; Lai, Yongzeng |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 14.2010/11, 2, p. 87-118
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10008810127