Discretely Monitored First Passage Problems and Barrier Options : An Eigenfunction Expansion Approach
Year of publication: |
2014
|
---|---|
Authors: | Li, Lingfei |
Other Persons: | Linetsky, Vadim (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance and Stochastics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 4, 2014 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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