An asymptotic expansion approach to pricing financial contingent claims
Year of publication: |
1999
|
---|---|
Authors: | Takahashi, Akihiko |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 6.1999, 2, p. 115-151
|
Subject: | Optionspreistheorie | Option pricing theory | CAPM | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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