Using Model-Independent Lower Bounds to Improve Pricing of Asian Style Options in L evy Markets
Year of publication: |
2014
|
---|---|
Authors: | Deelstra, Griselda |
Other Persons: | Rayée, Grégory (contributor) ; Vanduffel, Steven (contributor) ; Yao, Jing (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | CAPM |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Astin Bulletin, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 16, 2014 erstellt |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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