A reduced-form model for warrant valuation
Robert A. Jarrow; Siegfried Trautmann
| Year of publication: |
2011
|
|---|---|
| Authors: | Jarrow, Robert A. ; Trautmann, Siegfried |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 46.2011, 3, p. 413-425
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| Subject: | CAPM | Optionspreistheorie | Option pricing 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://www.econbiz.de/10009271345