Title |
Efficient computation of option price sensitivities for options of American style / HfB, Business School of Finance & Management ... Christian Wallner ... |
|---|---|
Involved |
Christian Wallner (Mitwirkender) |
Published |
Frankfurt, M.: HfB |
Extent |
Online-Ressource |
Language |
|
Country |
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Topic |
|
Subject |
American Options |
Series |
Working paper series / Centre for Practical Quantitative Finance ; No. 1 |
Other editions |
Erscheint auch als Druck-Ausgabe: Efficient computation of option sensitivies for options of american style |
Persistent identifier |
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Record ID |
993336795 |
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