Exchange options under jump-diffusion dynamics
Gerald H. L. Cheang and Carl Chiarella
| Year of publication: |
2008
|
|---|---|
| Authors: | Cheang, Gerald H. L. ; Chiarella, Carl |
| Publisher: |
Sydney : Quantitative Finance Research Centre |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Theorie | Theory |
| Extent: | Online-Ressource (27 S., 68 Kb) graph. Darst. |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 235 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003857157