Zur Angemessenheit von Optionspreisen : Ergebnisse einer empirischen Überprüfung des Black/Scholes-Modells
Year of publication: |
2003
|
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Authors: | Pape, Ulrich ; Merk, Andreas |
Publisher: |
Berlin |
Subject: | Optionspreistheorie | Black-Scholes-Modell | Kapitalmarktforschung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | V, 24 Bl. : Ill., graph. Darst. |
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Series: | ESCP-EAP working paper. - London [u.a.] ; Berlin [u.a.], ISSN 1619-7658. - Vol. 4 |
Type of publication: | Book / Working Paper |
Language: | German |
Classification: | Investition, Finanzierung |
Source: |
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Mathematical finance : theory, modeling, implementation
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Merk, Andreas, (2011)
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Pape, Ulrich, (2003)
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