Valuation of arithmetic average reset options
In Joon Kim; Geun Hyuk Chang and Suk Joon Byun
| Year of publication: |
2003
|
|---|---|
| Authors: | Kim, In-joon ; Chang, Geun Hyuk ; Byun, Suk Joon |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 11.2003, 1, p. 70-80
|
| Subject: | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst |
|---|---|
| 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/10001799028