Pricing Discrete Barrier Options with an Adaptive Mesh Model
Year of publication: |
[2008]
|
---|---|
Authors: | Ahn, Dong-Hyun |
Other Persons: | Figlewski, Stephen (contributor) ; Gao, Bin (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Derivatives, Vol. 6, Summer 1999 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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