Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options
Year of publication: |
2011
|
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Authors: | Takehara, Kohta |
Other Persons: | Toda, Masashi (contributor) ; Takahashi, Akihiko (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Computational Economics | Computational economics |
Extent: | 1 Online-Ressource (13 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The International Journal of Business and Finance Research, Vol. 5, No. 3, pp. 87-99, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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