The evaluation of dicrete barrier options in a path integral framework
Carl Chiarella, Nadima El-Hassan, and Adam Kucera
| Year of publication: |
2008
|
|---|---|
| Authors: | Chiarella, Carl ; Hassan, Nadima el ; Kucera, Adam |
| Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 117-144
|
| Subject: | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis | Theorie | Theory |
| 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/10003669615