Finding the optimal exercise time for American warrants on WIG20 futures (Wyznaczanie optymalnego momentu wykonania warrantów amerykańskich na kontrakty futures na indeks WIG20)
| Year of publication: |
2004
|
|---|---|
| Authors: | Stawiarski, Bartosz |
| Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
| Subject: | American warrants | WIG20 index | optimal exercise time |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number HSC/04/01 10 pages |
| Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10009003620