Pricing Index Options in a Multivariate Black & Scholes Model
Year of publication: |
2013
|
---|---|
Authors: | Linders, Daniël |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 5, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2334786 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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