On the timing option in a future contract
Year of publication: |
2007
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Authors: | Biagini, Francesca ; Björk, Tomas |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 17.2007, 2, p. 267-283
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Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Suchtheorie | Search theory | Theorie | Theory |
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