Martingalized historical approach for option pricing
C. Chorro; D. Guégan; F. Ielpo
| Year of publication: |
2010
|
|---|---|
| Authors: | Chorro, C. ; Guégan, Dominique ; Ielpo, F. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 7.2010, 1, p. 24-28
|
| Subject: | 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/10003972384