Barrier option pricing using adjusted transition probabilities
Giovanni Barone-Adesi, Nicola Fusari, and John Theal
| Year of publication: |
2008
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Fusari, Nicola ; Theal, John |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 16.2008/09, 2, p. 36-53
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Entscheidungsbaum | Decision tree | Theorie | 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/10003795257