Path-dependent options: valuation and applications
Year of publication: |
1992
|
---|---|
Authors: | Hunter, William C. ; Stowe, David W. |
Published in: |
Economic Review. - Federal Reserve Bank of Atlanta. - 1992, Jul, p. 30-43
|
Publisher: |
Federal Reserve Bank of Atlanta |
Subject: | Options (Finance) |
-
The pitfalls in inferring risk from financial market data
Bliss, Robert R., (2000)
-
Recovering risk aversion from options
Bliss, Robert R., (2001)
-
Extracting market expectations from option prices: case studies in Japanese option markets
Nakamura, Hisashi, (1999)
- More ...
-
Hunter, William C., (1992)
-
Hunter, William Curt, (1992)
-
Path-dependent options : valuation and applications
Hunter, William Curt, (1992)
- More ...