The compound option approach to American options on jump-diffusions
Chandrasekhar Reddy Gukhal
| Year of publication: |
2004
|
|---|---|
| Authors: | Gukhal, Chandrasekhar Reddy |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 10, p. 2055-2074
|
| Subject: | Optionsgeschäft | Option trading | Strukturiertes Produkt | Structured product |
| 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/10002100158