Efficient, exact algorithms for Asian options with multiresolution lattices
Year of publication: |
2002
|
---|---|
Authors: | Dai, Tian-Shyr ; Lyuu, Yuh-dauh |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 5.2002, 2, p. 181-203
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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