Numerical Schemes for Pricing Asian Options Under State-Dependent Regime-Switching Jump-Diffusion Models
Year of publication: |
2018
|
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Authors: | Dang, Duy-Minh |
Other Persons: | Nguyen, Duy (contributor) ; Sewell, Granville (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 28, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2571507 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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