Error Analysis of Finite Difference and Markov Chain Approximations for Option Pricing
Year of publication: |
2017
|
---|---|
Authors: | Li, Lingfei |
Other Persons: | Zhang, Gongqiu (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Mathematical Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 15, 2017 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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