{"title":"Option Pricing: Theory and Numerical Methods","authors":"V. Babich, B. Kamrad","doi":"10.2139/ssrn.1616948","DOIUrl":null,"url":null,"abstract":"In this article we will describe models, theory, and numerical methods for pricing derivative securities.","PeriodicalId":322512,"journal":{"name":"Georgetown University McDonough School of Business Research Paper Series","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2009-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Georgetown University McDonough School of Business Research Paper Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1616948","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
In this article we will describe models, theory, and numerical methods for pricing derivative securities.
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