✦ LIBER ✦

A pricing method for options based on average asset values

✍ Scribed by A.G.Z. Kemna; A.C.F. Vorst

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On a Simple Econometric Approach for Uti

✍ Cheng-Few Lee; Jack C. Lee; H.F. Ni; C.C. Wu 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 214 KB

A semi-analytic method for valuing high-

✍ Xun Li; Zhenyu Wu 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 209 KB

A Fast and Accurate FFT-Based Method for

✍ Lord, R.; Fang, F.; Bervoets, F.; Oosterlee, C. W. 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 427 KB

A numerical method for pricing spread op

✍ M. Suárez-Taboada; C. Vázquez 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 475 KB

The revenue risk of value-based pricing

✍ John D. Anderson; Kimberly A. Zeuli 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 95 KB

On convergence of a semi-analytical meth

✍ Xiaotie Deng; Yonggeng Gu; Shouyang Wang; Shunming Zhang 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 115 KB