A stochastic dynamic program for valuing options on futures
Mohamed A. Ayadi, Hatem Ben-Ameur, Tymur Kirillov and Robert Welch
| Year of publication: |
2014
|
|---|---|
| Authors: | Ayadi, Mohamed A. ; Ben-Ameur, Hatem ; Kirillov, Tymur ; Welch, Robert L. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 12, p. 1185-1201
|
| Subject: | Index-Futures | Index futures | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Schätzung | Estimation | Welt | World | 2009 |
| 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/10010508671