LIBROS DEL AUTOR: george pennacchi

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  • Advances in Futures and Options Research
    George Pennacchi / Peter Ritchken / Phelim P. Boyle / Phelim PBoyle
    Part of a series which focuses on advances in futures and options research, this title discusses a variety of topics in the field.Contents: Editorial statement. Abstracts. Discrete Parisian and delayed barrier options: a general numerical approach (K.R. Vetzal, P.S. Forsyth). The pricing of double barrier options and their variations (A. Li). Numeraire invariance, change of me...
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