Option pricing: a yet simpler approach |
| |
Authors: | Talponen Jarno Turunen Minna |
| |
Affiliation: | 1.Department of Physics and Mathematics, University of Eastern Finland, P.O. Box 111, 80101, Joensuu, Finland ; |
| |
Abstract: | Decisions in Economics and Finance - We provide a lean, non-technical exposition on the pricing of path-dependent and European-style derivatives in the Cox–Ross–Rubinstein (CRR) pricing... |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|