Curtailing the range for lattice and grid methods
Ari D. Andricopoulos ...
| Year of publication: |
2004
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|---|---|
| Authors: | Andricopoulos, Ari D. ; Widdick, Martin ; Duck, Peter W. ; Newton, David P. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 11.2004, 4, p. 55-61
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| Subject: | curtailed range method | Optionspreistheorie | Option pricing 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/10002108943