The valuation of American barrier options using the decomposition technique
Bin Gao ; Jin-zhi Huang ; Marti Subrahmanyam
| Year of publication: |
1998
|
|---|---|
| Authors: | Gao, Bin ; Huang, Jing-Zhi ; Subrahmanyam, Marti G. |
| Publisher: |
New York, NY |
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Dekompositionsverfahren | Decomposition method | Derivat | Derivative |
| Extent: | 38, 26 S. : graph. Darst |
|---|---|
| Series: | Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business. - New York, NY, ZDB-ID 2263055-7. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000998129