Pricing discrete barrier options with an adaptive mesh model
Year of publication: |
1999
|
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Authors: | Ahn, Dong-Hyun ; Figlewski, Stephen ; Gao, Bin |
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. 6.1999, 4, p. 33-43
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Optionsgeschäft | Option trading |
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