First-order calculus and option pricing
Peter Carr
| Year of publication: |
2014
|
|---|---|
| Authors: | Carr, Peter |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 1, p. 1-19
|
| Subject: | First-order stochastic calculus | option pricing theory | barrier options | static hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Hedging | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Finanzmathematik | Mathematical finance |
| 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://ebvufind01.dmz1.zbw.eu/10010508100