S&P type indices and call option values under a CEV diffusion process
by Prodyot Samanta
| Year of publication: |
1995
|
|---|---|
| Authors: | Samanta, Prodyot |
| Subject: | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Index | Index number | Statistische Methode | Statistical method | Theorie | Theory | Schätzung | Estimation | USA | United States | 1987-1992 |
| Extent: | V, 89 S graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | New York, Fordham Univ., Diss., 1995 |
| Notes: | Kopie, erschienen im Verl. UMI, Ann Arbor, Mich |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001389994