Pricing derivative securities using cross-entropy : an economic analysis
Nicole Branger
| Year of publication: |
2004
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|---|---|
| Authors: | Branger, Nicole |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 1, p. 63-81
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Diskontierung | Discounting | Theorie | Theory | Martingal | Martingale |
| 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/10001946395