Time consistent pricing of options with embedded decisions
G. Dorfleitner, J. Gerer
| Year of publication: |
2020
|
|---|---|
| Authors: | Dorfleitner, Gregor ; Gerer, Johannes |
| Published in: |
Review of derivatives research. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-7144, ZDB-ID 2004343-0. - Vol. 23.2020, 1, p. 85-119
|
| Subject: | Derivatives pricing | Embedded decisions | Acceptance sets | Time consistency | Early exercise | Experiment | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Zeitkonsistenz | Entscheidung | Decision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-019-09158-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229784