The pricing of multi-asset options using a Fourier grid method
Year of publication: |
1998
|
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Authors: | Engelmann, Bernd ; Schwendner, Peter |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1998, 4, p. 53-61
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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