Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
D. Madan; B. Roynette; M. Yor
| Year of publication: |
2008
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|---|---|
| Authors: | Madan, Dilip B. ; Roynette, B. ; Yor, Marc |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 15.2008, 2, p. 97-115
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| Subject: | Black-Scholes-Modell | Black-Scholes model |
| 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/10003796203