The effectiveness of a predictor-corrector technique in European currency option valuation
Sang Woo Heo, Jinsuk Yang, SeungCheol Lim, Peter Cashel-Cordo
| Year of publication: |
2019
|
|---|---|
| Authors: | Heo, Sangwoo ; Yang, Jinsuk ; Lim, SeungCheol ; Cashel-Cordo, Peter |
| Published in: |
Global business and finance review. - Seoul : People & Global Business Association, ISSN 2384-1648, ZDB-ID 2839730-7. - Vol. 24.2019, 4, p. 1-7
|
| Subject: | European Options | Fractional Black-Scholes model | Predictor-Corrector Technique | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | EU-Staaten | EU countries | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17549/gbfr.2019.24.4.1 [DOI] hdl:10419/224432 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012161859