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~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Cherny-Shiryaev-Yor invariance principle
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Derivat
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Jarrow-Rudd binomial option pricing
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Option pricing theory
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Journal of economic dynamics & control
International journal of theoretical and applied finance
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Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
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Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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