The Russian option : finite horizon
Goran Peskir
| Year of publication: |
2005
|
|---|---|
| Authors: | Peskir, Goran |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 2, p. 251-267
|
| Subject: | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10002747193