Arbitrage-free market models for option prices
Year of publication: |
2007-09-01
|
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Authors: | Wissel, Johannes |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Arbitrage | Optionspreistheorie | Volatilität |
Extent: | 376832 bytes 23 p. application/pdf |
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Series: | Working paper ; 428 (2007) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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