Computational methods for derivatives with early exercise features

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Bibliographische Detailangaben
Veröffentlicht in:	Handbook of computational economics ; Volume 3
Weitere Verfasser:	Chiarella, Carl (BerichterstatterIn), Kang, Boda (BerichterstatterIn), Meyer, Gunter H. (BerichterstatterIn), Ziogas, Andrew (BerichterstatterIn)
Pages:	3
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2014
Schlagworte:	Derivat > Volatilität > Stochastischer Prozess > Optionspreistheorie > Aufsatz im Buch
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