On numerical calculation programs of American-type options using GAUSS codes
Kenji Miyazaki and Makoto Saito
| Year of publication: |
1998
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Ōsaka-daigaku-keizaigaku |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001378374