Pricing of contingent claims in a two-dimensional model with random dividends
Year of publication: |
2009
|
---|---|
Authors: | Gapeev, Pavel V. ; Jeanblanc, Monique |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 8, p. 1091-1104
|
Subject: | Dividende | Dividend | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | CAPM |
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