A Reduction Algorithm for a Class of Payoff Formulae
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Published:2009
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Reference8 articles.
1. Continuous piecewise linear functions;D Charalambos;Macroeconomic Dynamics,2006
2. Simplified valuation of single-payoff financial instruments;D A Brask;Review of Quantitative Finance and Accounting,1999
3. Valuation of complex financial instruments via basic components;K Joseph;Review of Quantitative Finance and Accounting,1996