Pricing American options under variance gamma
Ali Hirsa; Dilip B. Madan
| Year of publication: |
2004
|
|---|---|
| Authors: | Hirsa, Ali ; Madan, Dilip B. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 7.2003/2004, 2, p. 63-80
|
| Subject: | Optionspreistheorie | Option pricing theory | 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/10001908061