Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Year of publication: |
2005
|
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Authors: | Hilliard, Jimmy E. ; Schwartz, Adam |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 40.2005, 3, p. 671-692
|
Subject: | Derivat | Derivative | CAPM | Theorie | Theory | Realoptionsansatz | Real options analysis | Statistische Verteilung | Statistical distribution |
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