Time-dependent barrier option values
Year of publication: |
1997
|
---|---|
Authors: | Hui, Cho H. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 6, p. 667-688
|
Subject: | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
-
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger, (1995)
-
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A., (1996)
-
Bewertung von Optionen unter Transaktionskosten : mit 21 Tabellen
Reiß, Ariane, (1998)
- More ...
-
Time‐dependent barrier option values
Hui, Cho H., (1997)
-
Hui, Cho H., (2017)
-
The renminbi central parity : an empirical investigation
Cheung, Yin-Wong, (2016)
- More ...