On the qualitative effect of volatility and duration on prices of Asian options
Peter Carr; Christian-Oliver Ewald; Yajun Xiao
| Year of publication: |
2008
|
|---|---|
| Authors: | Carr, Peter ; Ewald, Christian-Oliver ; Xiao, Yajun |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 5.2008, 3, p. 162-171
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Risikomanagement | Risk management | Black-Scholes-Modell | Black-Scholes model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Asien | Asia |
| 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/10003769897