Put option prices as joint distribution functions in strike and maturity : the black-scholes case
D. Madan; B. Roynette; M. Yor
| Year of publication: |
2009
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|---|---|
| Authors: | Madan, Dilip B. ; Roynette, Bernard ; Yor, Marc |
| 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. 1075-1090
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| Subject: | Arbeitskampf | Industrial action | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
| 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/10003946566