Option and futures evaluation with deterministic volatilities
Year of publication: |
1993
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Authors: | Jamshidian, Farshid |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 3.1993, 2, p. 149-159
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Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory |
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