Bounds for the upper prices of options and overhedging strategies in n-period models
Marcus Wrede. Universität Münster
| Year of publication: |
[2000]
|
|---|---|
| Authors: | Wrede, Marcus |
| Publisher: |
Münster : Univ. |
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | 15 S 30 cm |
|---|---|
| Series: | Angewandte Mathematik und Informatik. - Münster : Univ., ZDB-ID 61243-1. - Vol. 2000,19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001520304