Valuation of reverse convertibles in the variance gamma economy
Geng Deng; Tim Dulaney; Craig McCann
| Year of publication: |
2013
|
|---|---|
| Authors: | Deng, Geng ; Dulaney, Tim ; McCann, Craig |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 4, p. 244-258
|
| Subject: | stochastic volatility | structural products | barrier options | reverse convertibles | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Konvertibilität | Convertibility | Wandelanleihe | Convertible bond | Stochastischer Prozess | Stochastic process |
| 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/10010259402