Levy processes and option pricing by recursive quadrature
Year of publication: |
2009
|
---|---|
Authors: | Fusai, Gianluca ; Longo, Giovanni ; Marena, Marina ; Recchioni, Maria Cristina |
Published in: |
Economic dynamics : theory, games and empirical studies. - New York, NY : Nova Science Publ., ISBN 1-60456-911-5. - 2009, p. 31-57
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Wissenschaftliche Methode | Scientific method | Theorie | Theory |
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