A generalization of option pricing to price-limit markets
Jia-Hau Guo, Lung-Fu Chang
| Year of publication: |
2020
|
|---|---|
| Authors: | Guo, Jia-Hau ; Chang, Lung-Fu |
| Subject: | Daily price limit | Analytic solution | Local times | Backward equation | Characteristic function | Fast Fourier transform | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-019-09160-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229795