Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process
Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process
Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process
Yue, Jia (Autor:in) / Wang, Ming-hui (Autor:in) / Huang, Nan-jing (Autor:in)
Journal of nonlinear and convex analysis ; 18 ; 1153-1170
01.01.2017
18 pages
Aufsatz (Zeitschrift)
Englisch
DDC:
515.7248
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
American option pricing under GARCH with non-normal innovations
| Springer Verlag | 2019
American option pricing under GARCH with non-normal innovations
| Online Contents | 2019
American option pricing under GARCH with non-normal innovations
| Springer Verlag | 2019
Road Pricing: An Advisable Option?
| British Library Conference Proceedings | 1993
Vulnerable Option Pricing under Heterogeneity and Its Applications in Taiwan Warrant Market
| British Library Online Contents | 2010