Small dimension PDE for discrete Asian options
Eric Benhamou; Alexandre Duguet
| Year of publication: |
2003
|
|---|---|
| Authors: | Benhamou, Eric ; Duguet, Alexandre |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 11/12, p. 2095-2114
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Numerisches Verfahren | Numerical analysis | Optionsgeschäft | Option trading |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | PDE = Partial differential equation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001768895