Testing the monotonicity property of option prices
Year of publication: |
2006
|
---|---|
Authors: | Pérignon, Christophe |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 14.2006, 2, p. 61-76
|
Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Europa | Europe | Großbritannien | United Kingdom | Frankreich | France | Deutschland | Germany | Schweiz | Switzerland | 2002 |
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