Modeling Options Prices Considering Mandelbrotian Movement of Prices
Year of publication: |
2020
|
---|---|
Authors: | Nnalue, Ugochukwu |
Other Persons: | Sabban, Jeremie (contributor) ; Miriyala, Kalyana (contributor) ; Bhattacharyya, Ritabrata (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 22, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3542764 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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