Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model
In: Acta Universitatis Lodziensis. Folia Oeconomica, Jg. 2 (2023), S. 1-24
Online
academicJournal
Zugriff:
Titel: |
Limiting Cases of the Black-Scholes Type Asymptotics of Call Option Pricing in the Generalised CRR Model
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Autor/in / Beteiligte Person: | Fraszka-Sobczyk, Emilia |
Link: | |
Zeitschrift: | Acta Universitatis Lodziensis. Folia Oeconomica, Jg. 2 (2023), S. 1-24 |
Veröffentlichung: | 2023 |
Medientyp: | academicJournal |
ISSN: | 0208-6018 (print) |
DOI: | 10.18778/0208-6018.363.01 |
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