Pricing path-dependent options with jump risk via Laplace transforms
Steven Kou, Giovanni Petrella and Hui Wang
| Year of publication: |
2005
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|---|---|
| Authors: | Kou, Steven ; Petrella, Giovanni ; Wang, Hui |
| Published in: |
The Kyoto economic review. - Kyoto : [Verlag nicht ermittelbar], ISSN 1349-6786, ZDB-ID 2179174-0. - Vol. 74.2005, 1, p. 1-23
|
| Subject: | Devisenoption | Currency option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Theorie | 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/10003379381