Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Marco Avellaneda and Robert Buff
| Year of publication: |
1999
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|---|---|
| Authors: | Avellaneda, Marco ; Buff, Robert |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 6.1999, 1, p. 1-18
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| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001449223