Reply to a comment on "A new simple square root option pricing model"
Year of publication: |
2012
|
---|---|
Authors: | Wang, Yaw-huei |
Other Persons: | Kim, Hwa-sung (contributor) ; Kang, Jangkoo (contributor) ; Shin, Jeongwoo (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 2, p. 199-202
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Modellierung | Scientific modelling |
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