Pricing options on multiple assets
Year of publication: |
1990
|
---|---|
Authors: | Cheyette, Oren |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 4.1990, p. 69-81
|
Subject: | Zinsderivat | Interest rate derivative | CAPM | Theorie | Theory |
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