The valuation of multivariate contingent claims under transformed trinomial approaches
Chuang-Chang Chang; Jun-Biao Lin
| Year of publication: |
2010
|
|---|---|
| Authors: | Chang, Chuang-chang ; Lin, Jun-biao |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 34.2010, 1, p. 23-36
|
| Subject: | CAPM | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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/10003942163