Pricing exotic options and American options : a multidimensional asymptotic expansion approach
Year of publication: |
2013
|
---|---|
Authors: | Nishiba, Masahiro |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 20.2013, 2, p. 147-182
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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