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1 Ergebnisse
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Pricing perpetual put options by the black–scholes equation..:
Grossinho, Maria do Rosário
;
Faghan, Yaser Kord
;
Ševčovič, Daniel
Grossinho, Maria do Rosário, Yaser Kord Faghan and Daniel Ševčovič. (2017). "Pricing perpetual put options by the black–scholes equation with a nonlinear volatility function" . Asia-Pacific Financial Markets. Vol. 24: pp. 291-308. (Search PDF in 2023).. , 2017
Link:
http://hdl.handle.net/10400.5/24431
RT Journal T1 <Title>Pricing perpetual put options by the black–scholes equation with a nonlinear volatility function</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunivtecnical:oai:www.repository.utl.pt:10400.5_24431&Exemplar=1&LAN=DE A1 Grossinho, Maria do Rosário A1 Faghan, Yaser Kord A1 Ševčovič, Daniel PB Springer YR 2017 K1 Option pricing K1 Nonlinear Black–Scholes Equation K1 Perpetual American Put Option K1 Early Exercise Boundary JF Grossinho, Maria do Rosário, Yaser Kord Faghan and Daniel Ševčovič. (2017). "Pricing perpetual put options by the black–scholes equation with a nonlinear volatility function" . Asia-Pacific Financial Markets. Vol. 24: pp. 291-308. (Search PDF in 2023). LK http://hdl.handle.net/10400.5/24431 DO http://hdl.handle.net/10400.5/24431 SF ELIB - SuUB Bremen
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