Fourier transformation and the pricing of average-rate derivatives
Nengjiu Ju; Rui Zhong
| Year of publication: |
2006
|
|---|---|
| Authors: | Ju, Nengjiu ; Zhong, Rui |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 9.2006, 3, p. 187-212
|
| Subject: | Optionsgeschäft | Option trading | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003608138