Pricing options on an asset with Bernoulli jump-diffusion returns
Year of publication: |
1992
|
---|---|
Authors: | Trippi, Robert R. |
Other Persons: | Brill, Edward A. (contributor) ; Harriff, Richard B. (contributor) |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 27.1992, 1, p. 59-79
|
Subject: | Derivat | Derivative | CAPM | Theorie | Theory |
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