Weak convergence of tree methods to price options on defaultable assets
Year of publication: |
2004
|
---|---|
Authors: | Nieuwenhuis, J. H. ; Vellekoop, Michel |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 27.2004, 2, p. 87-107
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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