A discrete Itô calculus approach to Heś framework for multi-factor discrete markets
Jirô Akahori
| Year of publication: |
2006
|
|---|---|
| Authors: | Akahori, Jirô |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 12.2005, 3, p. 273-287
|
| Subject: | Optionspreistheorie | Option pricing theory | Random Walk | Random walk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003407439