Warrant pricing : jump-diffusion vs. Black-Scholes
Year of publication: |
1993
|
---|---|
Authors: | Kremer, Joseph W. |
Other Persons: | Roenfeldt, Rodney L. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 28.1993, 2, p. 255-272
|
Subject: | Derivat | Derivative | CAPM | Theorie | Theory |
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