Some new results on when extra risk strictly increases an option's value
Year of publication: |
2013
|
---|---|
Authors: | Huang, James ; Zhang, Deyuan |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 1, p. 44-54
|
Subject: | Risiko | Risk | Optionspreistheorie | Option pricing theory |
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