Two-dimensional risk-neutral valuation relationships for the pricing of options
Year of publication: |
2006
|
---|---|
Authors: | Franke, Günter ; Huang, James ; Stapleton, Richard C. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 9.2006, 3, p. 213-237
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Core | Risiko | Risk | Theorie | Theory |
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