The American put option and its critical stock price
Year of publication: |
2000
|
---|---|
Authors: | Bunch, David S. ; Johnson, Herbert |
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. 55.2000, 5, p. 2333-2356
|
Subject: | Aktienoption | Stock option | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer, (2000)
-
Time-lags between price changes of stocks and stock options
Gais, Martina, (1999)
-
Impact of stock price jumps on option values
Trautmann, Siegfried, (1999)
- More ...
-
Bunch, David S., (1992)
-
PARAMETER ESTIMATION OF PROBABILISTIC CHOICE MODELS
BUNCH, DAVID S., (1985)
-
Grinblatt, Mark, (1986)
- More ...