Instalment options: a closed-form solution and the limiting case
Susanne Griebsch, Christoph Kühn, and Uwe Wystup
| Year of publication: |
2008
|
|---|---|
| Authors: | Griebsch, Susanne ; Kühn, Christoph ; Wystup, Uwe |
| Published in: |
Mathematical control theory and finance. - Berlin : Springer, ISBN 978-3-540-69531-8. - 2008, p. 211-229
|
| Subject: | Exotic option | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | Ill., graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755610