A variable reduction technique for pricing average-rate options
Hua He and Akihiko Takahashi
| Year of publication: |
2000
|
|---|---|
| Authors: | He, Hua ; Takahashi, Akihiko |
| Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 1.2000, 2, p. 123-142
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001666865