Option pricing under joint dynamics of interest rates, dividends, and stock prices
Juho Kanniainen
| Year of publication: |
2011
|
|---|---|
| Authors: | Kanniainen, Juho |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 39.2011, 4, p. 260-264
|
| Subject: | Börsenkurs | Share price | Dividende | Dividend | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve |
| 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/10009295648