On Modified Mellin Transforms, Gauss-Laguerre Quadrature and the Valuation of American Call Options
Year of publication: |
[2010]
|
---|---|
Authors: | Frontczak, Robert |
Other Persons: | Schoebel, Rainer (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Computational and Applied Mathematics Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2010 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Over-allotment options in IPOs on Germany's Neuer Markt: An empirical investigation
Franzke, Stefanie A., (2002)
- More ...
-
Equilibrium Pricing of Options in a Fractional Brownian Market
Rostek, Stefan, (2010)
-
Fractional Brownian Motion and the Inherent Exclusion of Arbitrage
Rostek, Stefan, (2010)
-
Are Jumps in Time Changed L évy Models Superfluous? An Empirical Investigation
Herrmann, Klaus, (2012)
- More ...