Pricing equity swaps in an economy with jumps
Mia Hinnerich
| Year of publication: |
2013
|
|---|---|
| Authors: | Hinnerich, Mia |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 1/2, p. 94-117
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| Subject: | Swap | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Volatilität | Volatility |
| 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/10009737176