Asymptotic Solutions for Australian Options with Low Volatility
Year of publication: |
2011
|
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Authors: | Ting, Sai Hung Marten |
Other Persons: | Ewald, Christian-Oliver (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Australien | Australia | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 4, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1938188 [DOI] |
Classification: | G11 - Portfolio Choice ; G31 - Capital Budgeting; Investment Policy |
Source: | ECONIS - Online Catalogue of the ZBW |
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