Singular risk-neutral valuation equations
Year of publication: |
2012
|
---|---|
Authors: | Costantini, Cristina ; Papi, Marco ; D'Ippoliti, Fernanda |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 2, p. 249-274
|
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk |
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