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Chapter title |
Optimization of European Double-Barrier Options via Optimal Control of the Black-Scholes-Equation
|
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Chapter number | 21 |
Book title |
Operations Research Proceedings 2001
|
Published by |
Springer, Berlin, Heidelberg, January 2002
|
DOI | 10.1007/978-3-642-50282-8_21 |
Book ISBNs |
978-3-54-043344-6, 978-3-64-250282-8
|
Authors |
Michael H. Breitner, Tobias Burmester, Breitner, Michael H., Burmester, Tobias |