Strategic pricing of financial options
Year of publication: |
2009
|
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Authors: | Bieta, Volker ; Broll, Udo ; Milde, Hellmuth ; Siebel, Wilfried |
Institutions: | Fakultät Wirtschaftswissenschaften, Technische Universität Dresden |
Subject: | game theory | Nash equilibrium | option pricing | real option |
Extent: | application/pdf |
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Series: | Dresden Discussion Paper Series in Economics. - ISSN 0945-4829. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 16/09 |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C72 - Noncooperative Games |
Source: |
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Strategic pricing of financial options
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The New Basel Accord and the Nature of Risk: A Game Theoretic Perspective
Siebe, Wilfried, (2007)
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A Strategic Approach to Financial Options
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Strategic pricing of financial options
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