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~person:"Rakwongwan, Udomsak"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
~type_genre:"Guidebook"
~type_genre:"Konferenzbeitrag"
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International journal of theoretical and applied finance
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Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
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