Barrier options and touch-and-out options under regular Lévy processes of exponential type
Year of publication: |
Dec. 2000 ; [Elektronische Resource]
|
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Other Persons: | Bojarčenko, Svetlana I. (contributor) ; Levendorskij, Sergej Z. (contributor) |
Institutions: | Centre for Analytical Finance <Århus> (contributor) |
Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility |
Extent: | Online-Ressource, 37 p., text |
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Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 77 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | nBibliography |
Source: | ECONIS - Online Catalogue of the ZBW |
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