The Pricing of Derivatives on Assets with Quadratic Volatility
Year of publication: |
2002-01-16
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Authors: | Zühlsdorff, Christian |
Publisher: |
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> |
Subject: | Optionspreistheorie | Wirtschaftsstatistik | Economic statistics | Arbitrage-Pricing-Theorie | Arbitrage-Pricing-theory |
Extent: | 208896 bytes 27 p. application/pdf |
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Series: | Discussion Papers ; No. B-451 (2002) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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