A new sampling strategy willow tree method with application to path-dependent option pricing
Year of publication: |
2013
|
---|---|
Authors: | Xu, Wei ; Hong, Zhiwu ; Qin, Chenxiang |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 6 (1.6.), p. 861-872
|
Saved in:
Saved in favorites
Similar items by person
-
A new sampling strategy willow tree method with application to path-dependent option pricing
Xu, Wei, (2013)
-
US and Chinese yield curve responses to RMB exchange rate policy shocks
Hong, Zhiwu, (2019)
-
Leveraged ETF options implied volatility paradox: A statistical study
Härdle, Wolfgang Karl, (2016)
- More ...