Asian options with the American early exercise feature
Lixin Wu and Yue Kuen Kwok; Hong Yu
| Year of publication: |
1999
|
|---|---|
| Authors: | Wu, Lixin ; Kwok, Yue-Kuen ; Yu, Hong |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 2.1999, 1, p. 101-111
|
| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Theorie | Theory | Optionsgeschäft | Option trading |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001372098