Die finite Differenzen-Methode zur Optionsbewertung bei GARCH-Renditevarianzen
Isolde K. Regensburger ; Walter S. A. Schwaiger
| Year of publication: |
1994
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|---|---|
| Authors: | Regensburger, Isolde Katharina |
| Other Persons: | Schwaiger, Walter S. A. (contributor) |
| Published in: |
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research. - Wien : Bank-Verlag, ISSN 1015-1516, ZDB-ID 635985-1. - Vol. 42.1994, 11, p. 868-871
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| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001172150