Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Luca Vincenzo Ballestra; Graziella Pacelli
| Year of publication: |
2013
|
|---|---|
| Authors: | Ballestra, Luca Vincenzo ; Pacelli, Graziella |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 6, p. 1142-1167
|
| Subject: | Radial basis function | Option pricing | Black-Scholes | Heston | Barrier option | American option | Operator splitting | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
| 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://ebvufind01.dmz1.zbw.eu/10009740447