Numerical techniques for the valuation of basket options and their Greeks (Q5411505): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Q163444 / rank | |||
| Property / author | |||
| Property / author: Barbara I. Wohlmuth / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Sparse Grid Interpolation / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.21314/jcf.2010.217 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2427541736 / rank | |||
Normal rank | |||
Latest revision as of 09:50, 30 July 2024
scientific article; zbMATH DE number 6287659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical techniques for the valuation of basket options and their Greeks |
scientific article; zbMATH DE number 6287659 |
Statements
Numerical techniques for the valuation of basket options and their Greeks (English)
0 references
23 April 2014
0 references
