Pricing of rainbow options : game theoretic approach
Z. Hucki; V.N. Kolokoltsov
| Year of publication: |
2007
|
|---|---|
| Authors: | Hucki, Z. ; Kolokoltsov, V.N. |
| Published in: |
International game theory review. - [River Edge], NJ [u.a.] : World Scientific, ISSN 0219-1989, ZDB-ID 1500913-0. - Vol. 9.2007, 2, p. 215-242
|
| Subject: | Optionspreistheorie | Option pricing theory | Spieltheorie | Game theory |
| 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/10003522962