An explicit finite difference approach to the pricing problems of perpetual Bermudan options
Yoshifumi Muroi; Takashi Yamada
| Year of publication: |
2008
|
|---|---|
| Authors: | Muroi, Yoshifumi ; Yamada, Takashi |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 15.2008, 3/4, p. 229-253
|
| Subject: | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming |
| 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/10003833262