Recent advances in numerical methods for pricing derivative securities
Year of publication: |
2008
|
---|---|
Authors: | Broadie, Mark ; Detemple, Jérôme B. |
Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 43-66
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis |
-
Seydel, Rüdiger, (2000)
-
Derivative securities and difference methods
Zhu, Youlan, (2004)
-
Computational methods in finance
Hirsa, Ali, (2024)
- More ...
-
Nonparametric Estimation of American Options Exercise Boundaries and Call Prices
Broadie, Mark, (1996)
-
Recent Advances in Numerical Methods for Pricing Derivative Securities
Broadie, Mark, (1996)
-
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
Broadie, Mark, (1994)
- More ...