The forward valuation of compound options
Year of publication: |
2001
|
---|---|
Authors: | Buraschi, Andrea ; Dumas, Bernard |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 9.2001, 1, p. 8-17
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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