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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Moraux, Franck"
~subject:"Black-Scholes-Modell"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
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