Pricing and hedging American options : a recursive integration method
Jing-zhi Huang ; Marti G. Subrahmanyam ; G. George Yu
| Year of publication: |
1996
|
|---|---|
| Authors: | Huang, Jing-Zhi |
| Other Persons: | Subrahmanyam, Marti G. (contributor) ; Yu, G. G. (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 9.1996, 1, p. 277-300
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
| 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/10001198902