Options-Pricing Formula with Disaster Risk
Year of publication: |
January 2016
|
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Authors: | Barro, Robert J. |
Other Persons: | Liao, Gordon Y. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Risiko | Risk | Brasilien | Brazil | Optionspreistheorie | Option pricing theory | Dauer | Duration | Aktienoption | Stock option | Indien | India | Elastizität | Elasticity | Industrieländer | Industrialized countries | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w21888 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w21888 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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