The intersection between European put price and its payoff function
Jin E. Zhang; Shoujun Huang; Tiecheng Li
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Jin E. ; Huang, Shoujun ; Li, Tiecheng |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 4, p. 1-14
|
| Subject: | European put | payoff function | Black-Scholes formula | asymptotic expansion | EU-Staaten | EU countries | Optionspreistheorie | Option pricing theory | Europa | Europe |
| 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/10009779744