Pricing exotic options with L-stable Padé schemes
A. Q. M. Khaliq; D. A. Voss; M. Yousuf
| Year of publication: |
2007
|
|---|---|
| Authors: | Khaliq, Abdul Q. M. ; Voss, David A. ; Yousuf, Muhammad |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 11, p. 3438-3461
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003577471