Options on normal underlyings with an application to the pricing or survivor swaptions
Paul Dawson; Kevin Dowd; Andrew J. G. Cairns; David Blake
| Year of publication: |
2009
|
|---|---|
| Authors: | Dawson, Paul ; Dowd, Kevin ; Cairns, Andrew ; Blake, David |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 8, p. 757-774
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Swap | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Theorie | Theory |
| 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/10003900592