Using simulations to price compound options and calculate partial differentials
Mazhar A. Siddiqi
| Year of publication: |
2000
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|---|---|
| Authors: | Siddiqi, Mazhar A. |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 8.2000, p. 61-86
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Advances in quantitative analysis of finance and accounting |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009924677