Models of option pricing
Jia Shao, Nathan Lael Joseph, and Ahmed A. El-Masry
| Year of publication: |
2024
|
|---|---|
| Authors: | Shao, Jia ; Joseph, Nathan Lael ; El-Masry, Ahmed A. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 117-170
|
| Subject: | Financial options | Black-Scholes model | volatility | hedging | Black-Scholes-Modell | Hedging | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045544