Super-replication problem in a jumping financial market
Vivien Brunel
| Year of publication: |
2002
|
|---|---|
| Authors: | Brunel, Vivien |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 23.2002, Numéro hors série, p. 29-45
|
| Subject: | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001782540