Valuation of barrier options in a Black-Scholes setup with jump risk
Dietmar P. J. Leisen
| Year of publication: |
2000
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|---|---|
| Authors: | Leisen, Dietmar |
| Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 3.1999, 3, p. 319-343
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| Subject: | Binomial Model | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Optionsgeschäft | Option trading |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: European finance review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001653150