Pricing American options with Mellin transforms
Robert Frontczak ; Rainer Schöbel
| Year of publication: |
2008
|
|---|---|
| Authors: | Frontczak, Robert ; Schöbel, Rainer |
| Publisher: |
Tübingen : Univ., Wirtschaftswiss. Fak. |
| Subject: | Mellin-Transformation |
| Extent: | 27, III S. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004946760