Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen
von Frank B. Lehrbass
| Year of publication: |
1994
|
|---|---|
| Authors: | Lehrbass, Frank |
| Published in: |
Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 0023-4591, ZDB-ID 3269-4. - Vol. 27.1994, 4, p. 591-627
|
| Subject: | Derivat | Derivative | Währungsderivat | Currency derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Notes: | An introductory to continuous-scale derivates evaluation in a non-arbitrage environment on the basis of the example of European foreign-exchange options |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001176317