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~person:"Li, Dan"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Devisenoption"
~subject:"Index futures"
~subject:"Laplace transform"
~subject:"Optionspreistheorie"
~subject:"Volatility"
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Behavioural finance
Devisenoption
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Li, Dan
Hull, John
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Ryu, Doojin
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Wang, Xingchun
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Cui, Zhenyu
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Madan, Dilip B.
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
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