The Wiener-Hopf technique and discretely monitored path-dependent option pricing
Ross Green; Gianluca Fusai; I David Abrahams
| Year of publication: |
2010
|
|---|---|
| Authors: | Green, Ross ; Fusai, Gianluca ; Abrahams, I. David |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 20.2010, 2, p. 259-288
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| Subject: | Optionspreistheorie | Option pricing theory | Random Walk | Random walk | Theorie | Theory |
| 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/10003955738