Warrants pricing : stochastic volatility vs. Black-Scholes
Yu Chuan Huang; Shing Chun Chen
| Year of publication: |
2002
|
|---|---|
| Authors: | Huang, Yu Chuan ; Chen, Shing Chun |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 10.2002, 4, p. 393-409
|
| Subject: | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| 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/10001716091