Pricing of contingent claims in a two-dimensional model with random dividends
Pavel V. Gapeev; Monique Jeanblanc
| Year of publication: |
2009
|
|---|---|
| Authors: | Gapeev, Pavel V. ; Jeanblanc, Monique |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 8, p. 1091-1104
|
| Subject: | Dividende | Dividend | Optionspreistheorie | Option pricing theory | CAPM | Stochastischer Prozess | Stochastic process |
| 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://ebvufind01.dmz1.zbw.eu/10003946574