Author: Keller-Ressel Martin Muhle-Karbe Johannes
Publisher: Springer Publishing Company
ISSN: 0949-2984
Source: Finance and Stochastics, Vol.17, Iss.1, 2013-01, pp. : 107-133
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Pseudospectral methods for pricing options
By Suh Sangwon
Quantitative Finance, Vol. 9, Iss. 6, 2009-09 ,pp. :
Pricing equity options everywhere
By Dyrting S.
Quantitative Finance, Vol. 4, Iss. 6, 2004-12 ,pp. :
Pricing of perpetual Bermudan options
By Boyarchenko S.I. Levendorskii S.Z.
Quantitative Finance, Vol. 2, Iss. 6, 2002-06 ,pp. :
The Variance Gamma Process and Option Pricing
By Madan D.B.
European Finance Review, Vol. 2, Iss. 1, 1998-01 ,pp. :