The pricing of index options when the underlying assets all follow a lognormal diffusion
Year of publication: |
1994
|
---|---|
Authors: | Brooks, Robert |
Other Persons: | Corson, Jon M. (contributor) ; Wales, Jimmy (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 7.1994, p. 65-85
|
Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Theorie | Theory |
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