A lattice approach to pricing of multivariate contingent claims with regime switching
M. I. M. Wahab and Chi-Ghun Lee
| Year of publication: |
2009
|
|---|---|
| Authors: | Wahab, M. I. M. ; Lee, Chi-ghun |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 1, p. 49-61
|
| Subject: | Finanzanalyse | Financial analysis | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003892319