Two processes for two prices
Dilip B. Madan; Wim Schoutens
| Year of publication: |
2014
|
|---|---|
| Authors: | Madan, Dilip B. ; Schoutens, Wim |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 1, p. 1-19
|
| Subject: | Call spread | butterfly spread | calendar spread | put call parity | variance gamma | Sato process | variance swaps | straddles and strangles | Optionsgeschäft | Option trading | USA | United States | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363955