A path integral approach to derivative security pricing, [Teil II, Numerical methods
Marco Rosa-Clot and Stefano Taddei
| Year of publication: |
2002
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|---|---|
| Authors: | Rosa-Clot, Marco ; Taddei, Stefano |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 5.2002, 2, p. 123-146
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| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Mehrbändiges Werk ; Multi-volume publication |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001662965