A possible way of estimating options with stable distributed underlying asset prices
C. Tsibiridi and C. Atkinson
| Year of publication: |
2004
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|---|---|
| Authors: | Tsibiridi, C. ; Atkinson, Colin |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 1, p. 51-75
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| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Theorie | 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://ebvufind01.dmz1.zbw.eu/10002001538