Option Pricing Where the Underlying Assets Follow a Gram/Charlier Density of Arbitrary Order
Year of publication: |
2010
|
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Authors: | Schlögl, Erik |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1724062 [DOI] |
Classification: | C40 - Econometric and Statistical Methods: Special Topics. General ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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