Pricing Vulnerable Options Under Stochastic Assets and Liabilities
Year of publication: |
[2009]
|
---|---|
Authors: | Liu, Yu-Chung |
Other Persons: | Liu, Shu-Ing (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1367644 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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