Random time forward-starting options
F. Antonelli, A. Ramponi and S. Scarlatti
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Antonelli, Fabio ; Ramponi, A. ; Scarlatti, S. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 8, p. 1-25
|
| Subject: | Random times | forward-starting options | cliquets options | CVA | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024916500503 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686733