Approximate option pricing
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Publication:1818267
DOI10.1007/PL00009280zbMath0991.91029OpenAlexW2005184690MaRDI QIDQ1818267
Publication date: 3 September 2002
Published in: Algorithmica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00009280
Derivative securities (option pricing, hedging, etc.) (91G20) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)
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