On the use of numeraires in option pricing
Year of publication: |
2002
|
---|---|
Authors: | Benninga, Simon ; Björk, Tomas ; Wiener, Zvi |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2002, 2, p. 43-58
|
Subject: | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory |
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