Contingent claim pricing using probability distortion operators : methods from insurance risk pricing and their relationship to financial theory
Mahmoud Hamada and Michael Sherris
| Year of publication: |
2003
|
|---|---|
| Authors: | Hamada, Mahmoud ; Sherris, Michael |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 10.2003, 1, p. 19-47
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Risikomodell | Risk model | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10001756866