CEV Asymptotics of American Options
Year of publication: |
2020
|
---|---|
Authors: | Pun, Chi Seng |
Other Persons: | Wong, Hoi Ying (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Mathematical Analysis and Applications. 403, 451-463 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 5, 2013 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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