A Novel Reduction of the Simple Asian Option and Lie-Group Invariant Solutions
Year of publication: |
2011
|
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Authors: | Taylor, Stephen Michael |
Other Persons: | Glasgow, Scott Alan (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Asien | Asia |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, No. 8, p. 1197, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 15, 2009 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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