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Russland
Option pricing theory
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Optionspreistheorie
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Gerber, Hans U.
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Michaud, Frédéric
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Shiu, Elias S. W.
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Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
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ECONIS (ZBW)
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Pricing Russian options with the compound poisson process
Gerber, Hans U.
;
Michaud, Frédéric
;
Shiu, Elias S. W.
-
1994
Persistent link: https://www.econbiz.de/10000934463
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