Very fast algorithms for barrier option pricing and the ballot problem
Year of publication: |
1998
|
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Authors: | Lyuu, Yuh-dauh |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1998, 3, p. 68-79
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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