No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Roger Mercken; Lisette Motmans; Ghislain Houben
| Year of publication: |
2010
|
|---|---|
| Authors: | Mercken, Roger ; Motmans, Lisette ; Houben, Ghislain |
| Published in: |
EuroEconomica. - Galaţi : [Verlag nicht ermittelbar], ISSN 1582-8859, ZDB-ID 2543173-0. - 2010, 1, p. 63-70
|
| Subject: | Derivat | Derivative | Risiko | Risk | Black-Scholes-Modell | Black-Scholes model | 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://ebvufind01.dmz1.zbw.eu/10008697872