On numerical calculation programs of American-type options using GAUSS codes
Year of publication: |
1998
|
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Authors: | Miyazaki, Kenji ; Saito, Makoto |
Published in: |
Ōsaka Daigaku keizaigaku. - Ōsaka : Ōsaka Daigaku, ISSN 0473-4548, ZDB-ID 879425-X. - Vol. 48.1998, 2, p. 25-54
|
Subject: | Optionsgeschäft | Option trading | Programmiersprache | Programming language | Theorie | Theory |
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