Approximate option valuation for arbitrary stochastic processes
Year of publication: |
1982
|
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Authors: | Jarrow, Robert ; Rudd, Andrew |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 10.1982, 3, p. 347-369
|
Subject: | Börsentermingeschäft | Kapitalanlage Portefeuilleplanung |
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