Factorization of European and American option prices under complete and incomplete markets
Year of publication: |
2008
|
---|---|
Authors: | Ibáñez, Alfredo |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 2, p. 311-325
|
Saved in:
Saved in favorites
Similar items by person
-
European puts, credit protection, and endogenous default
Cruz López, Jorge, (2020)
-
Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo, (2008)
-
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo, (2008)
- More ...