A Hybrid Asymptotic Expansion Scheme : An Application to Long-Term Currency Options
Year of publication: |
2009
|
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Authors: | Takahashi, Akihiko |
Other Persons: | Takehara, Kohta (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Devisenoption | Currency option | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Series: | CARF Working Paper Series ; No. CARF-F-116 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 23, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1421914 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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