Multi-asset barrier options and occupation time derivatives
Hoi Ying Wong and Yue-Kuen Kwok
| Year of publication: |
2003
|
|---|---|
| Authors: | Wong, Hoi Ying ; Kwok, Yue-Kuen |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 10.2003, 3, p. 245-266
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Optionsgeschäft | Option trading |
| Extent: | graph. Darst |
|---|---|
| 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/10001841305