The passport option
Year of publication: |
1998
|
---|---|
Authors: | Andersen, Leif B. G. ; Andreasen, Jesper Fredborg ; Brotherton-Ratcliffe, Rupert |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1998, 3, p. 15-36
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
(1994)
-
Mathematical finance : an international journal of mathematics, statistics and financial theory
(1991)
-
Advances in futures and options research : a research annual
(1987)
- More ...
-
The equity option volatility smile : an implicit finite-difference approach
Andersen, Leif B. G., (1998)
-
Extended Libor market models with stochastic volatility
Andersen, Leif B. G., (2005)
-
Extended Libor Market Models with Stochastic Volatility
Andersen, Leif B. G., (2002)
- More ...