Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Year of publication: |
1999
|
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Authors: | Chiarella, Carl ; Hassan, Nadima el ; Kuczera, Adam |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 23.1999, 9/10, p. 1387-1424
|
Subject: | Derivat | Derivative | Futures | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Theorie | Theory |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of economic dynamics & control |
Source: | ECONIS - Online Catalogue of the ZBW |
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