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"The use of power numeraires in option pricing."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Mark S. Joshi (2017)

Dagstuhl

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DOI: 10.1016/J.ORL.2017.01.006

access: closed

type: Journal Article

metadata version: 2018-10-20

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Mark S. Joshi:
The use of power numeraires in option pricing. Oper. Res. Lett. 45(2): 133-138 (2017)

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last updated on 2018-10-20 13:57 CEST by the dblp team

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