Pricing near the barrier : the case of discrete knock-out options
Manfred Steiner and Martin Wallmeier; Reinhold Hafner
| Year of publication: |
1999
|
|---|---|
| Authors: | Steiner, Manfred ; Wallmeier, Martin ; Hafner, Reinhold |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 3.1999, 1, p. 69-90
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Futures | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of computational finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001517413