Perpetual barrier options in jump-diffusion models
Pavel V. Gapeev
| Year of publication: |
2006
|
|---|---|
| Authors: | Gapeev, Pavel V. |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
| Subject: | Diffusionsmodell | Optionspreistheorie | Mathematisches Modell |
| Description of contents: | Description [sfb649.wiwi.hu-berlin.de] |
| Extent: | 20 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,058 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Mathematik: Allgemeines ; Mikroökonomie |
| Source: |
Persistent link: https://www.econbiz.de/10004875337