Double-sided Parisian option pricing
J. H. M. Anderluh; J. A. M. van der Weide
| Year of publication: |
2009
|
|---|---|
| Authors: | Anderluh, J. H. M. ; Weide, Hans van der |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 2, p. 205-238
|
| Subject: | Fourier inversion | Algorithmus | Algorithm | Optionspreistheorie | Option pricing theory | Theorie | Theory | Fourier-Analyse | Fourier analysis |
| 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/10003939511