Valuing stock options when prices are subject to a lower boundary
Year of publication: |
2008
|
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Authors: | Veestraeten, Dirk |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 3, p. 231-247
|
Subject: | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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