Pricing multiple exercise American options by linear programming
Monia Giandomenico and Mustafa Ç. Pınar
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Giandomenico, Monia ; Pınar, Mustafa Ç. |
| Published in: |
Optimal financial decision making under uncertainty. - [Cham] : Springer, ISBN 3-319-41611-1. - 2017, p. 137-150
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Lineare Optimierung | Linear programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-41613-7_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011558445