Systematic risk and idiosyncratic risk : a useful distinction for valuing European options
Year of publication: |
2002
|
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Authors: | Chauveau, Thierry ; Gatfaoui, Hayette |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 12.2002, 4/5, p. 305-321
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of multinational financial management |
Source: | ECONIS - Online Catalogue of the ZBW |
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