Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities
Year of publication: |
2013
|
---|---|
Authors: | Fung, Hon-kwok ; Li, Leong Kwan ; Yung, S. P. ; Zhou, Wei |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 1, p. 59-68
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
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