Heterogeneous basket options pricing using analytical approximations
Georges Dionne; Genevieve Gauthier; Nadia Ouertani; Nabil Tahani
| Year of publication: |
2011
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|---|---|
| Authors: | Dionne, Georges ; Gauthier, Geneviève ; Ouertani, Nadia ; Tahani, Nabil |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 15.2011, 1/2, p. 47-85
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| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Iteratives Verfahren | Approximation method | Risikoaversion | Risk aversion |
| Extent: | graph. Darst. |
|---|---|
| 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/10009387541