A diffusion approximation for the riskless profit under selling of discrete time call options
Sergei A. Nagaev
| Year of publication: |
2003 ; [Replacment copy]
|
|---|---|
| Authors: | Nagaev, Sergei A. |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | 14 S |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 137 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.ihs.ac.at/publications/eco/es-137.pdf |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; G24 - Investment Banking; Venture Capital; Brokerage ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001807837