Lookback and barrier options : a comparison between black-scholes and ABC pricing
Jean-Luc Prigent, Olivier Renault and Olivier scaillet
| Year of publication: |
2000
|
|---|---|
| Authors: | Prigent, Jean-Luc ; Renault, Olivier ; scaillet, Olivier |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 20.1999, 2, p. 143-152
|
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: |
Persistent link: https://www.econbiz.de/10009918842