Revisit of stochastic mesh method for pricing American options
Guangwu Liu; L. Jeff Hong
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Guangwu ; Hong, L. Jeff |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 37.2009, 6, p. 411-414
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| Subject: | Optionspreistheorie | Option pricing 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/10003905573