A diffusion approximation for the riskless profit under selling of discrete time call options : non-identically distributed jumps
Alexander V. Nagaev ; Sergei A. Nagaev ; Robert M. Kunst
| Year of publication: |
2005
|
|---|---|
| Authors: | Nagaev, Alexander V. ; Nagaev, Sergei A. ; Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Kreidtmarkt | Mathematisches Modell | Call-Option | Diffusionsapproximation |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 25 S. |
|---|---|
| Series: | Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien. - Wien : IHS, ISSN 1605-7996. - Vol. 164 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Auch u.d.T.:Internetausg.: http://www.ihs.ac.at/publications/eco/es-164.pdf |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004864752