Option pricing with threshold diffusion processes
Fei Su and Kung-Sik Chan
| Year of publication: |
2016
|
|---|---|
| Authors: | Su, Fei ; Chan, Kung-sik |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 20.2016, 2, p. 133-141
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Innovationsdiffusion | Innovation diffusion | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2015.1106953 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011721363