Convergence of numerical methods for valuing path-dependent options using interpolation
Year of publication: |
2002
|
---|---|
Authors: | Forsyth, Peter A. ; Vetzal, Kenneth R. ; Zvan, R. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 5.2002, 3, p. 273-314
|
Subject: | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis |
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