On the computation of continuous time option prices using discrete approximations
Kaushik I. Amin
| Year of publication: |
1991
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|---|---|
| Authors: | Amin, Kaushik I. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 26.1991, 4, p. 477-495
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| Subject: | Multivariate approach | CAPM | Derivat | Derivative | Statistische Methodenlehre | Statistical theory | 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://ebvufind01.dmz1.zbw.eu/10001119164