Using computational methodology to price European options with actual payoff distributions

Author： Sheng Chieh-Chung   Chiu Hsiao-Ya   Chen An-Pin  

Publisher： Springer Publishing Company

ISSN： 1432-7643

Source： Soft Computing, Vol.11, Iss.12, 2007-10, pp. : 1115-1122

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

A Spectral Element Approximation to Price European Options with One Asset and Stochastic Volatility

By Zhu Wuming   Kopriva David  

Journal of Scientific Computing, Vol. 42, Iss. 3, 2010-03 ,pp. : 426-446

Springer Publishing Company

Access to resources Recommend Favorite

Using Hypergames to Increase Planned Payoff and Reduce Risk

By Vane R.  

Autonomous Agents and Multi-Agent Systems, Vol. 5, Iss. 3, 2002-09 ,pp. : 365-380

Springer Publishing Company

Access to resources Recommend Favorite

Return distributions of strategic growth options

By Haanappel Hans   Smit Han  

Annals of Operations Research, Vol. 151, Iss. 1, 2007-04 ,pp. : 57-80

Springer Publishing Company

Access to resources Recommend Favorite

Pricing European multi-asset options using a space-time adaptive FD-method

By Persson Jonas  

Computing and Visualization in Science, Vol. 10, Iss. 4, 2007-12 ,pp. : 219-219

Springer Publishing Company

Access to resources Recommend Favorite

Pricing European multi-asset options using a space-time adaptive FD-method

By Persson Jonas  

Computing and Visualization in Science, Vol. 10, Iss. 4, 2007-12 ,pp. : 173-183

Springer Publishing Company

Access to resources Recommend Favorite