Asian options as linear complementarity problems : analysis and finite-difference solutions
J. N. Dewynne and P. Wilmott
| Year of publication: |
1995
|
|---|---|
| Authors: | Dewynne, Jeff N. |
| Other Persons: | Wilmott, Paul (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 145-173
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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/10001211297