State space symmetry and two-factor option pricing models
Year of publication: |
1995
|
---|---|
Authors: | Chesney, Marc |
Other Persons: | Gibson, Rajna (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 85-112
|
Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Theorie | Theory |
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