Valuation of barrier options in a Black-Scholes setup with jump risk
by Dietmar Leisen
| Year of publication: |
1999
|
|---|---|
| Authors: | Leisen, Dietmar |
| Publisher: |
Bonn : Univ., Sonderforschungsbereich 303 |
| Subject: | Binomial Model | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Optionsgeschäft | Option trading |
| Extent: | 19 S |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. 446 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: ftp://ftp.wiwi.uni-bonn.de/papers/1999/b/bonnsfb446.pdf |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001355949