Quotation Dorfleitner, Gregor, Schneider, Paul, Hawlitschek, Kurt, Buch, Arne. 2008. Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time. Quantitative Finance 8 (2): 119-133.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Quantitative Finance
Citation Index SSCI
WU-Journal-Rating new FIN-A, STRAT-B, VW-C, WH-B
Language German
Title Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time
Volume 8
Number 2
Year 2008
Page from 119
Page to 133
Reviewed? Y

Associations

People
Dorfleitner, Gregor (Former researcher)
Schneider, Paul (Former researcher)
Buch, Arne (Former researcher)
External
Hawlitschek, Kurt (Germany)
Organization
Institute for Finance and Securities Design IN (Former organization)
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