Option pricing under a normal mixture distribution derived from the Markov tree model
Harish S. Bhat; Nitesh Kumar
| Year of publication: |
2012
|
|---|---|
| Authors: | Bhat, Harish S. ; Kumar, Nitesh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 223.2012, 3 (16.12.), p. 762-774
|
| Subject: | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009656138