Variational methods in derivatives pricing
Liming Feng; Pavlo Kovalov, Vadim Linetsky; Michael Marcozzi
| Year of publication: |
2008
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|---|---|
| Authors: | Feng, Liming ; Kovalov, Pavlo ; Linetsky, Vadim ; Marcozzi, Michael |
| Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 301-342
|
| Subject: | Derivat | Derivative | CAPM | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| 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/10003567137