Simulation based option pricing
Jens Lüssem and Jürgen Schumacher
| Year of publication: |
2002
|
|---|---|
| Authors: | Lüssem, Jens ; Schumacher, Jürgen |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 349-366
|
| Subject: | Simulation | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001750014