Pricing foreign index contingent claims : an application to Nikkei Index warrants
Ajay Dravid, Matthew Richardson, and Tong-sheng Sun
| Year of publication: |
1993
|
|---|---|
| Authors: | Dravid, Ajay R. |
| Other Persons: | Richardson, Matthew (contributor) ; Sun, Tong-sheng (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 1.1993, 1, p. 33-51
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| Subject: | quanto | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Theorie | Theory | USA | United States | Aktienindex | Stock index | Wechselkurs | Exchange rate | Japan |
| 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/10001202809