The Dynamic Valuation of Callable Contingent Claims With a Partially Observable Regime Switch
Year of publication: |
2018
|
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Authors: | Sato, Kimitoshi |
Other Persons: | Sawaki, Katsushige (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3284489 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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