Efficient static replication of European options under exponential Lévy models
Akihiko Takahashi; Akira Yamazaki
| Year of publication: |
2009
|
|---|---|
| Authors: | Takahashi, Akihiko ; Yamazaki, Akira |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 1, p. 1-15
|
| Subject: | Optionsgeschäft | Option trading | Derivat | Derivative | Theorie | Theory | EU-Staaten | EU countries |
| 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/10003826604