Valuing Time-Dependent CEV Barrier Options
Year of publication: |
2009
|
---|---|
Authors: | Lo, Chi-Fai ; Tang, Hoi-Man ; Ku, K. C. ; Hui, Cho-Hoi |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Applied Mathematics and Decision Sciences, pp. 1-17, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2009 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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