Issues in Evaluating Multifactor Options in a PDE Framework
| Year of publication: |
2003-08-01
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|---|---|
| Authors: | Gilli, M. ; Chiarella, C. ; Dewynne, J. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Multifactor option pricing | finite difference methods | hedge-ratio |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 110 |
| Classification: | C0 - Mathematical and Quantitative Methods. General ; C6 - Mathematical Methods and Programming ; G0 - Financial Economics. General |
| Source: |
Persistent link: https://www.econbiz.de/10005706775