Analytical approach to value options with state variables of a Lévy system
Long Nguyen-Thanh
| Year of publication: |
2003
|
|---|---|
| Authors: | Nguyen-Thanh, Long |
| Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 7.2003, 2, p. 249-276
|
| Subject: | 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/10001776749