Pricing index options in a multivariate black & scholes model
Daniël Linders
| Year of publication: |
2013
|
|---|---|
| Authors: | Linders, Daniël |
| Publisher: |
Leuven : KU Leuven, Fac. of Business and Economics |
| Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| Extent: | Online-Ressource (23 S.) |
|---|---|
| Series: | AFI. - Leuven, ZDB-ID 2397368-7. - Vol. 1383 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010204094