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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Chuang, Chienmin"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
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pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
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