Option risk measurement with time-dependent parameters
C. F. Lo, P. H. Yuen and C. H. Hui
| Year of publication: |
2000
|
|---|---|
| Authors: | Lo, C. F. ; Yuen, P. H. ; Hui, Cho H. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 3, p. 581-589
|
| Subject: | Risiko | Risk | Messung | Measurement | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001524491