Risk management of nonstandard basket options with different underlying assets
Year of publication: |
2013
|
---|---|
Authors: | Dionne, Georges ; Gauthier, Geneviève ; Ouertani, Nadia |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 4, p. 299-326
|
Subject: | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management |
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