Adaptive and high-order methods for valuing American options
Christina C. Christara; Duy Minh Dang
| Year of publication: |
2011
|
|---|---|
| Authors: | Christara, Christina C. ; Dang, Duy Minh |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 14.2010/11, 4, p. 73-113
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10009241248