Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Year of publication: |
2004
|
---|---|
Authors: | Sanfelici, Simona |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 27.2004, 2, p. 125-151
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Analysis | Mathematical analysis | Theorie | Theory |
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