On the use of numeraires in option pricing
Year of publication: |
2001
|
---|---|
Authors: | Benninga, Simon ; Björk, Tomas ; Wiener, Zvi |
Publisher: |
Stockholm : Stockholm School of Economics, The Economic Research Institute (EFI) |
Subject: | Mathematische Optimierung | Optionspreistheorie | Numeraire | option | convertible bond |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 341474509 [GVK] hdl:10419/56138 [Handle] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
On the Use of Numeraires in Option pricing
Benninga, Simon, (2002)
-
Binomial Tree Model for Convertible Bond Pricing within Equity to Credit Risk Framework
Milanov, Krasimir, (2012)
-
Convertible Bond Valuation with Regime Switching
Jang, Bong-Gyu, (2020)
- More ...
-
On the use of numeraires in option pricing
Benninga, Simon, (2001)
-
On the use of numeraires in option pricing
Benninga, Simon, (2002)
-
On the Use of Numeraires in Option Pricing
Benninga, Simon, (2002)
- More ...