Comment on "A new simple square root option pricing model"
Hwa-Sung Kim; Jangkoo Kang; Jeongwoo Shin
| Year of publication: |
2012
|
|---|---|
| Authors: | Kim, Hwa-sung ; Kang, Jangkoo ; Shin, Jeongwoo |
| Other Persons: | Câmara, António (contributor) ; Wang, Yaw-huei (reviewed) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 2, p. 191-198
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Modellierung | Scientific modelling | Theorie | Theory |
| 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/10009487021