Option pricing for the transformed-binomial class
Year of publication: |
2006
|
---|---|
Authors: | Câmara, António ; Chung, San-Lin |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 8, p. 759-787
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | CAPM | Theorie | Theory |
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