Valuing path-dependent securities
G. Douglas Howard
| Year of publication: |
2002
|
|---|---|
| Authors: | Howard, G. Douglas |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 421-442
|
| Subject: | Optionspreistheorie | Option pricing theory | USA | United States | Theorie | Theory | Pfadabhängigkeit | Path dependence |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001734186