Developpement limite d'une diffusion en temps petit. Estimation du prix d'une option sur maxima proche de sa maturite.
| Year of publication: |
1996
|
|---|---|
| Authors: | Corbin, O. ; Leblanc, B. |
| Subject: | FINANCIAL MARKET | MATHEMATICS | ECONOMETRICS | PRICES |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 33 pages |
| Classification: | C00 - Mathematical and Quantitative Methods. General ; C10 - Econometric and Statistical Methods: General. General ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005780834