Enhanced Finite-Difference Techniques for Early-Exercise Options on Single and Multiple Underlyings
Year of publication: |
[2008]
|
---|---|
Authors: | Johnson, Paul V. |
Other Persons: | Sharp, Nick J. (contributor) ; Duck, Peter (contributor) ; Newton, David (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 17, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1007721 [DOI] |
Classification: | C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Lasso-type and heuristic strategies in model selection and forecasting
Savin, Ivan, (2012)
-
Absorptive capacity and innovation: When is it better to cooperate?
Egbetokun, Abiodun A., (2012)
-
Kasahara, Hiroyuki, (2006)
- More ...
-
A New Prepayment Model (with Default) : An Occupation-Time Derivative Approach
Sharp, Nick J., (2009)
-
Sharp, Nick J., (2008)
-
Optimal trading of imbalance options for power systems using an energy storage device
Szabó, Dávid Zoltán, (2020)
- More ...