Options on a traded account : symmetric treatment of the underlying assets
J. Vecer, J. Kampen and R. Navratil
| Year of publication: |
2020
|
|---|---|
| Authors: | Večeř, Jan ; Kampen, Joerg ; Navratil, Robert |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 1, p. 37-47
|
| Subject: | Exchange rates | Investment strategy | Partial differential equations | Passport options | Stochastic control | Experiment | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1634278 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194853