Pricing of European options when the underlying stock price follows a linear birth-death process
Ralf Korn ; Markus Kreer ; Mark Lenssen
| Year of publication: |
1995
|
|---|---|
| Authors: | Korn, Ralf ; Kreer, Markus ; Lenssen, Mark |
| Institutions: | Johannes Gutenberg-Universität Mainz (contributor) |
| Publisher: |
Mainz : Johannes-Gutenberg-Univ. |
| Subject: | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Theorie | Theory |
| Extent: | 15 S. : graph. Darst |
|---|---|
| Series: | Berichte zur Stochastik und verwandten Gebieten. - Mainz : Johannes-Gutenberg-Univ., ISSN 0177-0098, ZDB-ID 1119515-0. - Vol. 9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000929353