Fast numerical valuation of American, exotic and complex options
Year of publication: |
1997
|
---|---|
Authors: | Dempster, Michael A. H. |
Other Persons: | Hutton, J. P. (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 1, p. 1-20
|
Subject: | Optionspreistheorie | Option pricing theory | Swap | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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