Pricing European Options by Numerical Replication:...

Asia-Pacific Financial Markets 2004 / 09 Vol. 11; Iss. 3

Pricing European Options by Numerical Replication: Quadratic Programming with Constraints

Valeriy Ryabchenko, Sergey Sarykalin, Stan Uryasev
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
11
Language:
english
Pages:
33
DOI:
10.1007/s10690-005-9004-3
Date:
September, 2004
File:
PDF, 441 KB
english, 2004
Conversion to is in progress
Conversion to is failed