Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products
Christian P. Fries; Mark S. Joshi
| Year of publication: |
2011
|
|---|---|
| Authors: | Fries, Christian P. ; Joshi, Mark S. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 2, p. 197-219
|
| Subject: | Derivat | Derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| 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/10008992179