Evaluation of American Strangles
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Chiarella, Carl ; Ziogas, Andrew |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | American options | Volterra integral equation | Free-boundary problem |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 28 |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D11 - Consumer Economics: Theory |
| Source: |
Persistent link: https://www.econbiz.de/10005537681