Pricing onion options : a probabilistic approach
Thorsten Upmann
| Year of publication: |
2013
|
|---|---|
| Authors: | Upmann, Thorsten |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 4, p. 11-25
|
| Subject: | onion options | one-touch double barrier binary options | double-notouch options | arbitrage-free pricing | Black-Scholes model | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Zwiebel | Onion | Derivat | Derivative |
| 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/10010205754