Valuation of FX barrier options under stochastic volatility
David Heath and Eckhard Platen
| Year of publication: |
1996
|
|---|---|
| Authors: | Heath, David C. |
| Other Persons: | Platen, Eckhard (contributor) |
| Published in: |
Financial engineering and the Japanese markets. - Dordrecht : Kluwer Acad. Publ., ISSN 1380-2011, ZDB-ID 1328847-7. - Vol. 3.1996, 3, p. 195-215
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | 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/10001215397