Changes of numeraire for pricing futures, forwards, and options
Mark Schroder
| Year of publication: |
1999
|
|---|---|
| Authors: | Schroder, Mark D. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 12.1999, 5, p. 1143-1163
|
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Theorie | Theory | Bewertung | Evaluation | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001434633