Risk-neutral parameter shifts and derivatives pricing in discrete time
Mark Schroder
| Year of publication: |
2004
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|---|---|
| Authors: | Schroder, Mark D. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 5, p. 2375-2401
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| Subject: | Optionspreistheorie | Option pricing theory | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Aktienoption | Stock option | 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/10002251590