Option Pricing Using the Martingale Approach with Polynomial Interpolation
| Year of publication: |
2013
|
|---|---|
| Authors: | Ming‐Chieh Wang ; Li‐Jhang Huang ; Szu‐Lang Liao |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 33.2013, 5, p. 469-491
|
| Publisher: |
John Wiley & Sons, Ltd. |