Currency derivatives under a minimal market model with random scaling
David Heath and Eckhard Platen
| Year of publication: |
2005
|
|---|---|
| Authors: | Heath, David C. ; Platen, Eckhard |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 8, p. 1157-1177
|
| Subject: | Devisenmarkt | Foreign exchange market | Derivat | Derivative | Optionsgeschäft | Option trading | Theorie | 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/10003280050