An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
Year of publication: |
2014
|
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Authors: | Funahashi, Hideharu |
Other Persons: | Kijima, Masaaki (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Chaostheorie | Chaos theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Mathematical Finance, Volume 21, Issue 2, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2, 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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