Methods to determine capital requirements for options
P. J. G. Vlaar
| Year of publication: |
1996
|
|---|---|
| Authors: | Vlaar, Peter J. G. |
| Published in: |
Quarterly review / Banca Nazionale del Lavoro, Roma. - Roma : Banca, ISSN 0005-4607, ZDB-ID 209910-X. - Vol. 49.1996, 198, p. 351-373
|
| Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Wissenschaftliche Methode | Scientific method | Theorie | 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/10001209977