Instalment options: a closed-form solution and the limiting case
Susanne Griebsch; Christoph Kühn; Uwe Wystup. Frankfurt School of Finance & Management, Bankakademie, HfB; Centre for Practical Quantitative Finance
| Year of publication: |
2007
|
|---|---|
| Authors: | Griebsch, Susanne ; Kühn, Christoph ; Wystup, Uwe |
| Publisher: |
Frankfurt, M. : Frankfurt School of Finance & Management |
| Subject: | Exotic option | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 19 S. graph. Darst 30 cm |
|---|---|
| Series: | Working paper series / Centre for Practical Quantitative Finance. - Frankfurt, M. : Frankfurt School of Finance & Management, ZDB-ID 2373355-X. - Vol. No. 5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003578870