Two-dimensional risk-neutral valuation relationships for the pricing of options
| Year of publication: |
2006
|
|---|---|
| Authors: | Franke, Guenter ; Huang, James ; Stapleton, Richard |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 9.2006, 3, p. 213-237
|
| Publisher: |
Springer |
| Subject: | Option pricing | Pricing kernel |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005809712