EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Two-state CAPM"
Narrow search

Narrow search

Year of publication
Subject
All
Black-Scholes model 1 Black-Scholes-Modell 1 CAPM 1 European option 1 Implied volatility 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Partition of unity 1 Radial basis function 1 Two-state CAPM 1 Volatility 1 Volatilität 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Ahmadian, Davood 1 Javid-Jahromi, Roja 1 Safdari-Vaighani, Ali 1
Published in...
All
Computational economics 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
An approximation scheme for option pricing under two-state continuous CAPM
Safdari-Vaighani, Ali; Ahmadian, Davood; Javid-Jahromi, Roja - In: Computational economics 57 (2021) 4, pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...