Choquet-based European option pricing with stochastic (and fixed) strikes
Tarik Driouchi; Lenos Trigeorgis; Yongling Gao
| Year of publication: |
2015
|
|---|---|
| Authors: | Driouchi, Tarik ; Trigeorgis, Lenos ; Gao, Yongling |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 37.2015, 3, p. 787-802
|
| Subject: | Option pricing | Ambiguity | Choquet uncertainty | Decision theory | Investment behavior | Optionspreistheorie | Option pricing theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidungstheorie | Arbeitskampf | Industrial action | Optionsgeschäft | Option trading | Risiko | Risk | Stochastischer Prozess | Stochastic process |
| 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/10011296691