Digital double barrier options : several barrier periods and structure floors
Sühan Altay; Stefan Gerhold; Rainer Haidinger; Karin Hirhager
| Year of publication: |
2013
|
|---|---|
| Authors: | Altay, Sühan ; Gerhold, Stefan ; Haidinger, Rainer ; Hirhager, Karin |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 8, p. 1-14
|
| Subject: | Double barrier option | digital option | binary option | structure floor | occupation time | corridor option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010243630