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isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Seo, Sang Byung"
~subject:"Option pricing theory"
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Discussion paper / Tinbergen Institute
Management science : journal of the Institute for Operations Research and the Management Sciences
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Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3449-3469
Persistent link: https://www.econbiz.de/10012062624
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