Analysis of Markov Chain Approximation for Option Pricing and Hedging : Grid Design and Convergence Behavior
Year of publication: |
2017
|
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Authors: | Li, Lingfei |
Other Persons: | Zhang, Gongqiu (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 23, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3007318 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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