Fast Numerical Valuation of American, Exotic and Complex Options
Year of publication: |
[1997]
|
---|---|
Authors: | Dempster, M. A. H. |
Other Persons: | Hutton, J.P. (contributor) |
Publisher: |
[1997]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 5, 1997 erstellt |
Other identifiers: | 10.2139/ssrn.39780 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami, (2004)
-
The informational content of over-the-counter currency options
Christoffersen, Peter, (2004)
-
Modelling the implied probability of stock market movements
Glatzer, Ernst, (2003)
- More ...
-
Pricing American Stock Options by Linear Programming
Dempster, M. A. H., (1997)
-
Numerical Valuation of Cross-Currency Swaps and Swaptions
Dempster, M. A. H., (1997)
-
Fast Numerical Valuation of American, Exotic and Complex Options
Dempster, M.A.H.,
- More ...