Pricing Basket spread options
Year of publication: |
2006-07-04
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Authors: | Giannopoulos, Kostas |
Institutions: | Society for Computational Economics - SCE |
Subject: | option pricing |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 252 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G - Financial Economics |
Source: |
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