Numerical techniques for the valuation of basket options and their Greeks
Corinna Hager; Stefan Hüeber; Barbara I. Wohlmuth
| Year of publication: |
2010
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|---|---|
| Authors: | Hager, Corinna ; Hüeber, Stefan ; Wohlmuth, Barbara |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/10, 4, p. 3-33
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| Subject: | Optionspreistheorie | Option pricing theory | Griechenland | Greece |
| Extent: | graph. Darst. |
|---|---|
| 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/10003996019