The pricing of options on assets with stochastic volatilities
John Hull and Alan White
| Year of publication: |
1987
|
|---|---|
| Authors: | Hull, John |
| Other Persons: | White, Alan (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 42.1987, 2, p. 281-300
|
| Subject: | CAPM | Derivat | Derivative |
| 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/10001047786