Option pricing for co-integrated assets
Jin-Chuan Duan and Stanley R. Pliska
| Year of publication: |
2002
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Pliska, Stanley R. |
| Published in: |
Advances in finance and stochastics : essays in honour of Dieter Sondermann. - Berlin : Springer, ISBN 3-540-43464-X. - 2002, p. 85-99
|
| Subject: | Optionspreistheorie | Option pricing theory | Kointegration | Cointegration | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Advances in finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001672222