An option valuation framework based on arithmetic Brownian motion : justification and implementation issues
Robert Brooks, Joshua A. Brooks
| Year of publication: |
2017
|
|---|---|
| Authors: | Brooks, Robert ; Brooks, Joshua A. |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 40.2017, 3, p. 401-427
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Messung | Measurement | Schätzung | Estimation | USA | United States | 1985-2015 |
| 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/10011723125