The pricing of derivatives on assets with quadratic volatility
by Christian Zühlsdorff
| Year of publication: |
2002
|
|---|---|
| Authors: | Zühlsdorff, Christian |
| Publisher: |
Bonn : Bonn Graduate School of Economics |
| Subject: | Derivat <Wertpapier> | Optionspreis | Volatilität |
| Extent: | 27 S. : graph. Darst. |
|---|---|
| Series: | Bonn econ discussion papers. - Bonn. - Vol. 2002,5 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004663188