Modelling financial derivatives with Mathematica : mathematical models and benchmark algorithms
Year of publication: |
1999 ; 1. publ., repr.
|
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Authors: | Shaw, William T. |
Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory | Derivat <Wertpapier> | Mathematisches Modell | Mathematica <Programm> | Finanzmathematik |
Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
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ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES
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