Valuation of exotic options under shortselling constraints
Year of publication: |
2002
|
---|---|
Authors: | Schmock, Uwe ; Shreve, Steven E. ; Wystup, Uwe |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 6.2002, 2, p. 143-172
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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