Sequential real rainbow options
Year of publication: |
2015
|
---|---|
Authors: | Dockendorf, Jörg ; Paxson, Dean A. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 21.2015, 10/12, p. 867-892
|
Subject: | uncertainty | flexibility | sequential rainbow option | mean-reversion | co-integration | Optionspreistheorie | Option pricing theory |
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