A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Sam Howison & Mario Steinberg
| Year of publication: |
2007
|
|---|---|
| Authors: | Howison, Sam ; Steinberg, Mario |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 1, p. 63-89
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10003542939