The early exercise premium representation of foreign market American options
Year of publication: |
1994
|
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Authors: | Rutkowski, Marek |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 4.1994, 4, p. 313-325
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Subject: | Quanto | Elf-X | Optionspreistheorie | Option pricing theory | Internationaler Finanzmarkt | International financial market | Theorie | Theory |
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