A flexible lattice model for pricing contingent claims under multiple risk factors
Emilio Russo and Alessandro Staino
| Year of publication: |
2018
|
|---|---|
| Authors: | Russo, Emilio ; Staino, Alessandro |
| 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. 26.2018, 1, p. 27-44
|
| Subject: | CAPM | Optionspreistheorie | Option pricing theory |
| 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/10011968670