Advancing the Universality of Quadrature Methods to Any Underlying Process for Option Pricing
Year of publication: |
2015
|
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Authors: | Chen, Ding |
Other Persons: | Hannu Härkönen, Hannu (contributor) ; Newton, David (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (13 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Economics (JFE), Vol. 114, No. 3, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 14, 2013 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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