Weak convergence of tree methods to price options on defaultable assets
J. W. Nieuwenhuis; M. H. Vellekoop
| Year of publication: |
2004
|
|---|---|
| Authors: | Nieuwenhuis, J. H. ; Vellekoop, Michel |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 27.2004, 2, p. 87-107
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003095202