The Pricing of Short-Lived Options When Price Uncertainty is Log-Symmetric Stable
Year of publication: |
[2010]
|
---|---|
Authors: | Mcculloch, J. Huston |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Preis | Price |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | NBER Working Paper ; No. w0264 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1978 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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