Some nonlinear methods for studying far-from-the-money contingent claims
E. Fournié, J. M. Lasry and P. L. Lions
| Year of publication: |
2008
|
|---|---|
| Authors: | Fournié, E. ; Lasry, J. M. ; Lions, P. L. |
| Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 115-145
|
| Subject: | Optionspreistheorie | Option pricing theory | Nichtlineare Regression | Nonlinear regression |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723932