The Valuation of Reset Options When Underlying Assets are Autocorrelated
Year of publication: |
2011
|
---|---|
Authors: | Liu, Yu-Hong |
Other Persons: | Jiang, I-Ming (contributor) ; Lee, Shih-Cheng (contributor) ; Cheng, Yu-Ting (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Autokorrelation | Autocorrelation |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The International Journal of Business and Finance Research, Vol. 5, No. 2, pp. 95-114, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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