An approach of price process, risk measures and European option pricing taking into account the rating
Calvin Tadmon, Eric Rostand Njike-Tchaptchet
| Year of publication: |
2020
|
|---|---|
| Authors: | Tadmon, Calvin ; Njike-Tchaptchet, Eric Rostand |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 10.2020, 2, p. 306-333
|
| Subject: | Economic Space | Economic Particle | Rating | Price Process | Risks Measures | Option Pricing | Optionspreistheorie | Option pricing theory | Risiko | Risk | Messung | Measurement | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2020.102019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545718