Pricing parisian options
Year of publication: |
1999
|
---|---|
Authors: | Haber, Richard J. ; Schönbucher, Philipp J. ; Wilmott, Paul |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 6.1999, 3, p. 71-79
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S., (1993)
-
Put-call-futures parity pricing in Australia
English, John W., (1993)
-
Some questions on the pricing of SPI futures contracts
Heaney, Richard A., (1993)
- More ...
-
Haber, Richard J., (1999)
-
Haber, Richard J., (1999)
-
Haber, Richard, J., (1999)
- More ...