Using program synthesis to price derivatives
Curt Randall, Elaine Kant, and Ashvin Chhabra
| Year of publication: |
1998
|
|---|---|
| Authors: | Randall, Curt ; Kant, Elaine ; Chhabra, Ashvin |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1997/1998, 2, p. 97-129
|
| Subject: | Optionspreistheorie | Option pricing theory | Software | Programmiersprache | Programming language | Theorie | Theory | Optionsgeschäft | Option trading |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of computational finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001633257