Innovations : Valuing S&P 500 Bear Market Warrants with a Periodic Reset
Year of publication: |
[1998]
|
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Authors: | Gray, Stephen |
Other Persons: | Whaley, Robert E. (contributor) |
Publisher: |
[1998]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: J. OF DERIVATIVES, Fall 1997 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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