On pricing derivatives in the presence of auxiliary state variables
Year of publication: |
2006
|
---|---|
Authors: | Lin, Junze ; Ritchken, Peter H. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 14.2006, 2, p. 29-46
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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