The forward PDE for European options on stocks with fixed fractional jumps
Peter Carr and Alireza Javaheri
| Year of publication: |
2005
|
|---|---|
| Authors: | Carr, Peter ; Javaheri, Alireza |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 2, p. 239-253
|
| Subject: | Kreditrisiko | Credit risk | Optionsgeschäft | Option trading | Insolvenz | Insolvency | Statistische Verteilung | Statistical distribution |
| 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/10002679581