Efficient Option Pricing Under Levy Processes, with CVA and FVA
Year of publication: |
2015
|
---|---|
Authors: | Shek, Justin |
Other Persons: | Law, Jimmy (contributor) ; Levendorskii, Sergei (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 23, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2584037 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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