Pricing American Drawdown Options under Markov Models
Year of publication: |
2020
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Authors: | Zhang, Xiang |
Other Persons: | Li, Lingfei (contributor) ; Zhang, Gongqiu (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (34 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 11, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3648921 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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