Pricing options of security portfolio in cyclical economic environment
Hong Mao, Zhongkai Wen
| Year of publication: |
2019
|
|---|---|
| Authors: | Mao, Hong ; Wen, Zhongkai |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 5, p. 384-394
|
| Subject: | Option pricing | Multi-Vasicek model | Security portfolio | Time-varying correlation | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Korrelation | Correlation | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-019-00131-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117594