RESEARCH PAPERS - Applications of periodic and quasiperiodic decompositions to options pricing
Year of publication: |
2012
|
---|---|
Authors: | Bang, Dominique |
Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2012, 1, p. 3-33
|
Saved in:
Saved in favorites
Similar items by person
-
Spike and hike modeling for interest rate derivatives : with an application to SOFR caplets
Andersen, Leif B. G., (2024)
-
Applications of periodic and quasiperiodic decompositions to options pricing
Bang, Dominique, (2012)
- More ...