Finite maturity caps and floors on continuous flows
Mark B. Shackleton, Rafał Wojakowski
| Year of publication: |
2007
|
|---|---|
| Authors: | Shackleton, Mark B. ; Wojakowski, Rafał |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 12, p. 3843-3859
|
| Subject: | Fälligkeit | Maturity | Optionspreistheorie | Option pricing theory |
| 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/10003569836