Levy processes and option pricing by recursive quadrature
Gianluca Fusai, Giovanni Longo, Marina Marena and Maria Cristina Recchioni
| Year of publication: |
2009
|
|---|---|
| Authors: | Fusai, Gianluca ; Longo, Giovanni ; Marena, Marina ; Recchioni, Maria Cristina |
| Published in: |
Economic dynamics : theory, games and empirical studies. - New York, NY : Nova Science Publ., ISBN 1-60456-911-5. - 2009, p. 31-57
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Wissenschaftliche Methode | Scientific method | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003867857