Closed form valuation of American barrier options
Year of publication: |
2001
|
---|---|
Authors: | Haug, Espen Gaarder |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 2, p. 355-359
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Theorie | Theory | Optionsgeschäft | Option trading |
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