The Pricing of Basket-Spread Options
Year of publication: |
2016
|
---|---|
Authors: | Lau, C.S. |
Other Persons: | Lo, Chi-Fai (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | CAPM | Preis | Price | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, Volume 14, Issue 11, pp.1971-1982, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 19, 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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