The perpetual American put option for jump-diffusions
Knut K. Aase
| Year of publication: |
2010
|
|---|---|
| Authors: | Aase, Knut K. |
| Published in: |
Energy, natural resources and environmental economics. - Berlin : Springer, ISBN 978-3-642-12066-4. - 2010, p. 493-507
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008652291