Sensitivity of mountain range options prices
Krzysztof Echaust, Marcin Bartkowiak
| Year of publication: |
2016
|
|---|---|
| Authors: | Echaust, Krzysztof ; Bartkowiak, Marcin |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 2.2016, 2, p. 87-107
|
| Subject: | mountain range option | sensitivity | structured products | Altiplano | Atlas | Everest | Himalaya | Kilimanjaro | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Gebirge | Mountains | Berglandwirtschaft | Mountain farming | Himalayas |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011585702