Negative coefficients in two-factor option pricing models
R. Zvan; P. A. Forsyth; K. R. Vetzal
| Year of publication: |
2003
|
|---|---|
| Authors: | Zvan, R. ; Forsyth, Peter ; Vetzal, Kenneth R. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 7.2003, 1, p. 37-73
|
| Subject: | Optionspreistheorie | Option pricing theory |
| 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/10001805445