Valuation of Reverse Convertibles in the Variance Gamma Economy
Year of publication: |
2014
|
---|---|
Authors: | Deng, Geng |
Other Persons: | Dulaney, Tim (contributor) ; McCann, Craig J. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Konvertibilität | Convertibility |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Derivatives and Hedge Funds, 19, 244-258, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 7, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2014049 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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