Discrete Asian barrier options
Year of publication: |
1999
|
---|---|
Authors: | Zvan, R. ; Forsyth, Peter A. ; Vetzal, Kenneth R. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 3.1999, 1, p. 41-67
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Numerisches Verfahren | Numerical analysis | Optionsgeschäft | Option trading | Asien | Asia |
-
Asian and Australian options : a common perspective
Ewald, Christian-Oliver, (2013)
-
A numerical PDE approach for pricing callable bonds
D'Halluin, Y., (2001)
-
Robust numerical methods for PDE models of Asian options
Zvan, R., (1998)
- More ...
-
Robust numerical methods for PDE models of Asian options
Zvan, R., (1998)
-
Convergence of numerical methods for valuing path-dependent options using interpolation
Forsyth, Peter A., (2002)
-
Negative coefficients in two-factor option pricing models
Zvan, R., (2003)
- More ...