Look-Back Option Pricing Using the Fourier Transform B-Spline Method
Year of publication: |
2013
|
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Authors: | Haslip, Gareth Gordon |
Other Persons: | Kaishev, Vladimir K. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 5, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2306729 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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