Shifted poisson processes and the pricing of perpetual American options
Frédéric Michaud
| Year of publication: |
1997
|
|---|---|
| Authors: | Michaud, Frédéric |
| Publisher: |
Lausanne |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | 54 S |
|---|---|
| Series: | Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne. - Lausanne-Dorigny, ZDB-ID 1127020-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000971722