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Smoothing the payoff for efficient computation of basket option prices

; ;

In
Quantitative finance 18(3), Seiten/Artikel-Nr.:491-505

ISSN1469-7688

Online
DOI: 10.1080/14697688.2017.1308003




Dokumenttyp
Journal Article

Format
online

Herkunft
Externe Einrichtung

Sprache
English

Anmerkung
Peer reviewed article

Externe Identnummern
WOS Core Collection: WOS:000424952100010
SCOPUS: SCOPUS:2-s2.0-85025478851

Interne Identnummern
RWTH-CONV-236699
Datensatz-ID: 754352

Beteiligte Länder
Germany, Saudi Arabia

Lizenzstatus der Zeitschrift

 GO


Medline ; Clarivate Analytics Master Journal List ; Current Contents - Social and Behavioral Sciences ; IF < 5 ; JCR ; SCOPUS ; Science Citation Index Expanded ; Social Sciences Citation Index ; Web of Science Core Collection

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 Record created 2019-01-30, last modified 2024-02-16



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