Pricing algorithms of multivariate path dependent options (Q1347857): Difference between revisions
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| Property / DOI: 10.1006/jcom.2001.0594 / rank | |||
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Latest revision as of 18:33, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing algorithms of multivariate path dependent options |
scientific article |
Statements
Pricing algorithms of multivariate path dependent options (English)
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6 November 2002
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financial markets
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path dependent options
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pricing methods
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diffusion type equations
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