Option pricing using the martingale approach with polynomial interpolation
Ming-Chieh Wang; Li-Jhang Huang; Szu-Lang Liao
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Ming-chieh ; Huang, Li-jhang ; Liao, Szu-Lang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 5, p. 469-491
|
| Subject: | Optionspreistheorie | Option pricing theory | Martingal | Martingale |
| 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/10009726364