Option Prices in a Model with Stochastic Disaster Risk.
Autor: | Seo, Sang Byung1, Wachter, Jessica A.2 |
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Zdroj: | Management Science. Aug2019, Vol. 65 Issue 8, p3449-3469. 21p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |
Autor: | Seo, Sang Byung1, Wachter, Jessica A.2 |
---|---|
Zdroj: | Management Science. Aug2019, Vol. 65 Issue 8, p3449-3469. 21p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |