Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options
Year of publication: |
2018
|
---|---|
Authors: | Phelan, Carolyn |
Other Persons: | Marazzina, Daniele (contributor) ; Fusai, Gianluca (contributor) ; Germano, Guido (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 30, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3080495 [DOI] |
Classification: | G12 - Asset Pricing ; C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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