Pricing American options when there is short-lived arbitrage
Jimmy E. Hilliard and Jitka Hilliard
| Year of publication: |
2015
|
|---|---|
| Authors: | Hilliard, Jimmy E. ; Hilliard, Jitka |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 4.2015, 1, p. 43-53
|
| Subject: | Optionspreistheorie | Option pricing theory | Arbitrage | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10011316656