Evaluation of compound options using perturbation approximation
Year of publication: |
2005
|
---|---|
Authors: | Fouque, Jean-Pierre ; Han, Chuan-Hsiang |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 9.2005, 1, p. 41-61
|
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
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