Option pricing and momentum
by Juan Carlos Rogríguez
| Year of publication: |
Nov. 2007
|
|---|---|
| Other Persons: | Rogríguez, Juan Carlos (contributor) |
| Publisher: |
Tilburg : CentER |
| Subject: | stochastic convenience yield | Black-Scholes-Modell | Black-Scholes model | Rendite | Yield | Dividende | Dividend | Martingal | Martingale | Theorie | Theory |
| Extent: | Online-Ressource, 26 S., Text |
|---|---|
| Series: | Discussion paper / Center for Economic Research, Tilburg University. - Amsterdam : [Verlag nicht ermittelbar], ISSN 2213-9532, ZDB-ID 2170833-2. - Vol. 2007,93 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvorraussetzung: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003686514