Term structure of vanilla options
Dorje C. Brody; Irene C. Constantinou; Bernhard K. Meister
| Year of publication: |
2007
|
|---|---|
| Authors: | Brody, Dorje C. ; Constantinou, Irene C. ; Meister, Bernhard K. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 8, p. 1323-1337
|
| Subject: | Optionsgeschäft | Option trading | Zinsstruktur | Yield curve | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003632084