The valuation of reset options when underlying assets are autocorrelated
Year of publication: |
2011
|
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Authors: | Liu, Yu-hong ; Jiang, I-ming ; Lee, Shih-cheng ; Chen, Yu-ting |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 5.2011, 2, p. 95-114
|
Subject: | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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