Some new results on when extra risk strictly increases an option's value
James Huang; Deyuan Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Huang, James ; Zhang, Deyuan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 1, p. 44-54
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risiko | Risk | Risikoprämie | Risk premium |
| 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/10009697535