The Mathematics of Financial Derivatives
From MaRDI portal
Publication:4854602
DOI10.1017/CBO9780511812545zbMath0842.90008OpenAlexW1558904529MaRDI QIDQ4854602
Jeff Dewynne, Paul Wilmott, S. D. Howison
Publication date: 15 November 1995
Full work available at URL: https://doi.org/10.1017/cbo9780511812545
American optionsfinite-difference methodsfinancial marketsfinanceAsian optionslookback optionstext bookbinomial methodsbasic option theory
Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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