Pricing Bermudan Options Under Local Lévy Models with Default
Year of publication: |
2016
|
---|---|
Authors: | Borovykh, Anastasia |
Other Persons: | Pascucci, Andrea (contributor) ; Oosterlee, Cornelis W. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 28, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2771632 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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