An improved combinatorial approach for pricing Parisian options
Year of publication: |
2010
|
---|---|
Authors: | Lyuu, Yuh-dauh ; Wu, Cheng-wei |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 33.2010, 1, p. 49-61
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance |
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