Pricing European Options by Numerical Replication: Quadratic Programming with Constraints
| Year of publication: |
2004
|
|---|---|
| Authors: | Ryabchenko, Valeriy ; Sarykalin, Sergey ; Uryasev, Stan |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 11.2004, 3, p. 301-333
|
| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810983