A note to enhance the BPW model for the pricing of basket and spread options
Jiu-Jane Chang, Son-Nan Chen, and Ting-Pin Wu
| Year of publication: |
2012
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|---|---|
| Authors: | Chang, Jui-jane ; Chen, Son-nan ; Wu, Ting-pin |
| 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. 19.2012, 3, p. 77-82
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| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10009671104