The valuation of reset options when underlying assets are autocorrelated
Yu-Hong Liu; I-Ming Jiang; Shih-Cheng Lee; Yu-Ting Chen
| Year of publication: |
2011
|
|---|---|
| Authors: | Liu, Yu-hong ; Jiang, I-ming ; Lee, Shih-cheng ; Chen, Yu-ting |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 25365666. - Vol. 5.2011, 2, p. 95-114
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009897520