A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings
| Year of publication: |
2001
|
|---|---|
| Authors: | Esser, Angelika ; Schlag, Christian |
| Publisher: |
Frankfurt a. M. : Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften |
| Subject: | Optionspreistheorie | Volatilität | Analysis | Theorie |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/76904 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10010316247