Talk
Speed and Accuracy Comparison of Noncentral Chi-Square Distribution Methods for Option Pricing and Hedging
José Carlos Dias (Dias, J.C.); Maria Manuela Larguinho (Larguinho, M.); Carlos A. Braumann (Braumann, C.A.);
Event Title
6th International Conference of the Portuguese Finance Network
Year (definitive publication)
2010
Language
English
Country
Portugal
More Information
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Abstract
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Acknowledgements
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Keywords
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Publication Identifiers
ci-pub-9599
Other Publication Details
Yes
Digital
Ponta Delgada, Azores, Portugal
Conference
International
Oral Presentation