A Forward Equation for Computing Derivatives Exposure
Year of publication: |
2017
|
---|---|
Authors: | Lapeyre, Bernard |
Other Persons: | Iben Taarit, Marouan (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 18, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2353308 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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