Multigrid for American option pricing with stochastic volatility
Nigel Clarke and Kevin Parrott
| Year of publication: |
1999
|
|---|---|
| Authors: | Clarke, Nigel ; Parrott, Kevin |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 6.1999, 3, p. 177-195
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory | Numerisches Verfahren | Numerical analysis |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001490689