The impact of return nonformality on exchange options
Year of publication: |
2008
|
---|---|
Authors: | Li, Minqiang |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 9, p. 845-870
|
Subject: | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
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