The valuation of options for alternative stochastic processes
John C. Cox and Stephen A. Ross
| Year of publication: |
1999
|
|---|---|
| Authors: | Cox, John Carrington ; Ross, Stephen A. |
| Published in: |
Options : classic approaches to pricing and modelling. - London : Risk Books, ISBN 1-899332-71-5. - 1999, p. 179-202
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Reprint |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001772454