An irregular grid approach for pricing high-dimensional American options
by S. J. Berridge ...
| Year of publication: |
Oct. 2002 ; [Elektronische Ressource]
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| Other Persons: | Berridge, S. J. (contributor) ; Schumacher, Johannes M. (contributor) |
| Institutions: | Center for Economic Research <Tilburg> (contributor) |
| Publisher: |
Tilburg : Center for Economic Research |
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Extent: | Online-Ressource, 30 p. = 2898 Kb, text ill |
|---|---|
| Series: | Discussion paper / Center for Economic Research, Tilburg University. - Amsterdam : [Verlag nicht ermittelbar], ISSN 2213-9532, ZDB-ID 2170833-2. - Vol. 2002-99 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001718087