Numerical pricing of discrete barrier and lookback options via Laplace transforms
Giovanni Petrella and Steven Kou
| Year of publication: |
2004
|
|---|---|
| Authors: | Petrella, Giovanni ; Kou, Steven |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 8.2004, 1, p. 1-37
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| 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/10002390569