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Valuation of Continuous Asian Options: Comparison of Laplace Transform Inversion Method with Monte Carlo Simulation Emna Nefzi
Valuation of Continuous Asian Options: Comparison of Laplace Transform Inversion Method with Monte Carlo Simulation
Emna Nefzi
One of the most exciting areas in finance consists in the challenging problem of finding among various approaches the most accurate methodology for pricing derivative instruments. This book investigates the analytical methods available for pricing Asian options in particular. It will be of a great interest not only to students and researchers in the subject of asset pricing but across the field of mathematical finance.
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 5 de julio de 2011 |
| ISBN13 | 9783845407685 |
| Editores | LAP LAMBERT Academic Publishing |
| Páginas | 60 |
| Dimensiones | 150 × 4 × 226 mm · 107 g |
| Lengua | Alemán |
Ver todo de Emna Nefzi ( Ej. Paperback Book )