The pricing of perpetual game put options and optimal boundaries
Atsuo Suzuki; Katsushige Sawaki
| Year of publication: |
2007
|
|---|---|
| Authors: | Suzuki, Atsuo ; Sawaki, Katsushige |
| Published in: |
Recent advances in stochastic operations research : [International Workshop on Recent Advances in Stochastic Operations Research ...]. - Singapore [u.a.] : World Scientific Publ., ISBN 981-256-704-6. - 2007, p. 175-187
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
| 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/10003851638