Robustness of the Black-Scholes approach in the case of options on several assets
Silvia Romagnoli; Tiziano Vargiolu
| Year of publication: |
2000
|
|---|---|
| Authors: | Romagnoli, Silvia ; Vargiolu, Tiziano |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 3, p. 325-341
|
| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001487081