Pricing exotic options using the Wang transform
Year of publication: |
2013
|
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Authors: | Labuschagne, Coenraad C. A. ; Offwood, Theresa M. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 139-150
|
Subject: | Wang transform | Exotic options | Geometric Brownian motion | Choquet pricing | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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