Arithmetic Asian options under stochastic delay models
Nairn McWilliams & Sotirios Sabanis
| Year of publication: |
2011
|
|---|---|
| Authors: | McWilliams, Nairn ; Sabanis, Sotirios |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 5/6, p. 423-446
|
| Subject: | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009422591