Numerical solutions of certain nonlinear models in European options on a distributed computing environment
Choi-Hong Lai
| Year of publication: |
2008
|
|---|---|
| Authors: | Lai, Choi-Hong |
| Published in: |
Nonlinear models in mathematical finance : new research trends in option pricing. - New York, NY : Nova Science Publ., ISBN 978-1-60456-931-5. - 2008, p. 303-318
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| Subject: | Optionspreistheorie | Option pricing theory | Nichtlineare Regression | Nonlinear regression | Numerisches Verfahren | Numerical analysis | Mathematische Optimierung | Mathematical programming | Optionsgeschäft | Option trading | EU-Staaten | EU countries | Black-Scholes-Modell | Black-Scholes model |
| 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/10011954480