Pricing equity swaps in an economy with jumps
Year of publication: |
2013
|
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Authors: | Hinnerich, Mia |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 1/2, p. 94-117
|
Subject: | Swap | Optionspreistheorie | Option pricing theory | CAPM |
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