Hybrid Laplace Transform and Finite Difference Methods for Pricing American Options under Complex Models
Year of publication: |
2017
|
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Authors: | Ma, Jingtang |
Other Persons: | Zhou, Zhiqiang (contributor) ; Cui, Zhenyu (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | Computers & Mathematics with Applications ; Volume 74, Issue 3, Pages 369-384, 1 August 2017 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 9, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2989906 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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