Comparison of two methods for superreplication
Erik Ekström & Johan Tysk
| Year of publication: |
2012
|
|---|---|
| Authors: | Ekström, Erik ; Tysk, Johan |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 1/2, p. 181-193
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Stochastischer Prozess | Stochastic process | USA | United States | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model |
| 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/10009561234