Strict local martingale deflators and valuing American call-type options
Erhan Bayraktar; Constantinos Kardaras; Hao Xing
| Year of publication: |
2012
|
|---|---|
| Authors: | Bayraktar, Erhan ; Kardaras, Constantinos ; Xing, Hao |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 2, p. 275-291
|
| Subject: | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Deflation | Optionsgeschäft | Option trading |
| 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/10009544667