Analysis of quadrature methods for pricing discrete barrier options
Gianluca Fusai; Maria Cristina Recchioni
| Year of publication: |
2007
|
|---|---|
| Authors: | Fusai, Gianluca ; Recchioni, Maria Cristina |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 3, p. 826-860
|
| Subject: | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
| 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/10003421624