Perpetual options on multiple underlyings
Peter W. Duck, Geoffrey W. Evatt & Paul V. Johnson
| Year of publication: |
2014
|
|---|---|
| Authors: | Duck, Peter W. ; Evatt, Geoffrey W. ; Johnson, Paul V. |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 21.2014, 1/2, p. 174-200
|
| Subject: | Option pricing | perpetual options | american options | rainbow options | heston volatility model | stochastic volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
| 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/10010352003