An Efficient and Stable Method for Short Maturity Asian Options
Year of publication: |
2017
|
---|---|
Authors: | Chatterjee, Rupak |
Other Persons: | Cui, Zhenyu (contributor) ; Fan, Jiacheng (contributor) ; Liu, Mingzhe (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 5, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2983939 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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