Barrier Option Pricing by Branching Processes
نویسندگان
چکیده
Svetlozar T. Rachev Chair-Professor, Chair of Statistics, Econometrics and Mathematical Finance, School of Economics and Business Engineering, University of Karlsruhe and KIT, Kollegium am Schloss, Bau II, 20.12, R210, Postfach 6980, D-76128, Karlsruhe, Germany and Department of Statistics and Applied Probability, University of California, Santa Barbara, and Chief-Scientist, FinAnalytica Inc. E-mail: [email protected]
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تاریخ انتشار 2008