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1 Ergebnisse
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An Extension of the Chaos Expansion Approximation for the P..:
Funahashi, Hideharu
;
Kijima, Masaaki
Applied Mathematical Finance. 21 (2013) 2 - p. 109-139 , 2013
Link:
https://doi.org/10.1080/1350486x.2013.812855
RT Journal T1
An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_1350486x.2013.812855&Exemplar=1&LAN=DE A1 Funahashi, Hideharu A1 Kijima, Masaaki PB Informa UK Limited YR 2013 SN 1350-486X SN 1466-4313 JF Applied Mathematical Finance VO 21 IS 2 SP 109 OP 139 LK http://dx.doi.org/https://doi.org/10.1080/1350486x.2013.812855 DO https://doi.org/10.1080/1350486x.2013.812855 SF ELIB - SuUB Bremen
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