Efficient pricing of Asian options by the PDE approach
François Dubois; Tony Lelièvre
| Year of publication: |
2005
|
|---|---|
| Authors: | Dubois, François ; Lelièvre, Tony |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 8.2004/2005, 2, p. 55-63
|
| Subject: | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Optionsgeschäft | Option trading |
| 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/10002597580