The valuation of compound options : a correction and an extension
Year of publication: |
2015
|
---|---|
Authors: | Chen, Ren-Raw ; He, Wei |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 22.2015, 4, p. 92-104
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
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