Worst Case Pricing of Rainbow Options
Year of publication: |
2001-10
|
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Authors: | Topper, Jürgen |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 12 pages |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Worst Case Pricing of Rainbow Options
Topper, Jürgen, (2001)
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