Perpetual options on multiple underlyings
Year of publication: |
2014
|
---|---|
Authors: | Duck, Peter W. ; Evatt, Geoffrey W. ; Johnson, Paul V. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 21.2014, 1/2, p. 174-200
|
Subject: | Option pricing | perpetual options | american options | rainbow options | heston volatility model | stochastic volatility | Stochastischer Prozess | Stochastic process | Experiment | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading |
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