A pertubative formula to price barrier options with time-dependent parameters in the black and scholes world
Lorella Fatone; Maria Cristina Recchioni; Francesco Zirilli; Francesco Zirilli
| Year of publication: |
2007/08
|
|---|---|
| Authors: | Fatone, Lorella ; Recchioni, Maria Cristina ; Zirilli, Francesco |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 2, p. 131-146
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| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| 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/10003643672