The valuation of American options with the method of lines
G. H. Meyer and J. van der Hoek
| Year of publication: |
1997
|
|---|---|
| Authors: | Meyer, Gunter H. |
| Other Persons: | Hoek, John van der (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 9.1997, p. 265-285
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |