Numerical techniques for the valuation of basket options and their Greeks
Year of publication: |
2010
|
---|---|
Authors: | Hager, Corinna ; Hüeber, Stefan ; Wohlmuth, Barbara |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/10, 4, p. 3-33
|
Subject: | Optionspreistheorie | Option pricing theory | Griechenland | Greece |
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