Pricing a class of American and European path dependent securities
Year of publication: |
1995
|
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Authors: | Hilliard, Jimmy E. ; Kau, James B. ; Keenan, Donald C. ; Muller, Walter J. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 41.1995, 12, p. 1892-1899
|
Subject: | Optionspreistheorie | Option pricing theory | Swap | Theorie | Theory |
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