On the computation of continuous time option prices using discrete approximations
Year of publication: |
1991
|
---|---|
Authors: | Amin, Kaushik I. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 26.1991, 4, p. 477-495
|
Subject: | Multivariate approach | CAPM | Derivat | Derivative | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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