Pricing a class of American and European path dependent securities
Jimmy E. Hilliard ..
| Year of publication: |
1995
|
|---|---|
| Authors: | Hilliard, Jimmy E. ; Kau, James B. ; Keenan, Donald C. ; Muller, Walter J. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 41.1995, 12, p. 1892-1899
|
| Subject: | Optionspreistheorie | Option pricing theory | Swap | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001196045