Connecting discrete and continuous path-dependent options
Year of publication: |
1999
|
---|---|
Authors: | Broadie, Mark ; Glasserman, Paul ; Kou, S. G. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 1, p. 55-82
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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