Option pricing bounds and the elasticity of the pricing kernel
Year of publication: |
2004
|
---|---|
Authors: | Huang, James |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 7.2004, 1, p. 25-51
|
Subject: | Optionspreistheorie | Option pricing theory | Core | Black-Scholes-Modell | Black-Scholes model |
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