Using stock price as numeraire in option pricing models with nonconstant volatility
Anlong Li
| Year of publication: |
1997
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|---|---|
| Authors: | Li, Anlong |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 9.1997, p. 37-49
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Börsenkurs | Share price | Theorie | Theory | Bewertung | Evaluation |
| 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://ebvufind01.dmz1.zbw.eu/10001226775