Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis
Michael J. Brennan and Eduardo S. Schwartz
| Year of publication: |
2004
|
|---|---|
| Authors: | Brennan, Michael J. ; Schwartz, Eduardo S. |
| Published in: |
Real options and investment under uncertainty : classical readings and recent contributions. - Cambridge, Mass [u.a.] : MIT Press, ISBN 0-262-19446-5. - 2004, p. 559-570
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| Subject: | Optionspreistheorie | Option pricing theory | CAPM |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002362631