Nonsimultaneity and futures option pricing : simulation and empirical evidence
Robert E. J. Hibbard; Rob Brown; Keith R. McLaren
| Year of publication: |
2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Hibbard, Robert E. J. (contributor) ; Brown, Rob (contributor) ; McLaren, Keith Robert (contributor) |
| Institutions: | University of Melbourne / Department of Finance (contributor) |
| Publisher: |
Melbourne : Dep. of Finance, Univ. of Melbourne |
| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Simulation |
| Extent: | Online-Ressource, 36 p., text |
|---|---|
| Series: | Research paper series / Department of Finance, University of Melbourne. - Melbourne : Dep. of Finance, Univ. of Melbourne. - Vol. 02,01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001666588