The valuation of American barrier options using the decomposition technique
Year of publication: |
1998
|
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Authors: | Gao, Bin ; Huang, Jing-Zhi ; Subrahmanyam, Marti G. |
Publisher: |
New York, NY |
Subject: | Derivat | Derivative | Dekompositionsverfahren | Decomposition method |
Extent: | 38, 26 S. : graph. Darst |
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Series: | Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business. - New York, NY, ZDB-ID 2263055-7. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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