Adaptive placement method on pricing arithmetic average options
Tian-Shyr Dai; Jr-Yan Wang; Hui-Shan Wei
| Year of publication: |
2008
|
|---|---|
| Authors: | Dai, Tian-shyr ; Wang, Jr-yan ; Wei, Hui-shan |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 11.2008, 1/2, p. 83-118
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003829559