Analytical pricing of American options
Jun Cheng; Jin E. Zhang
| Year of publication: |
2012
|
|---|---|
| Authors: | Cheng, Jun ; Zhang, Jin E. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 15.2012, 2, p. 157-192
|
| Subject: | American options | Optimal exercise boundary | Homotopy analysis method | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10009629059