Lookback options and the observation frequency : a binomial approach
Terry H. F. Cheuk ; Ton C. F. Vorst
| Year of publication: |
1995
|
|---|---|
| Authors: | Cheuk, Terry Hon Fu ; Vorst, Ton |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Optionsgeschäft | Option trading | CAPM | Theorie | Theory |
| Extent: | 15, 6 , 5 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. TRACE discussion papers / Tinbergen Institute ; 95,17 : Finance, information systems, and accounting |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000904883