Pricing Turbo Certificates in the Presence of Stochastic Jumps, Interest Rates, and Volatility




Professorship/Faculty: Banking and Financial Control  
Authors: Muck, Matthias
Title of the Journal: Die Betriebswirtschaft : DBW = Business administration review : BARev
ISSN: 0342-7064
Publisher Information: Stuttgart : Schäffer-Poeschel
Year of publication: 2007
Volume: 67
Issue: 2
Pages / Size: 224 - 240 : Ill., graph. Darst.
Language(s): English
URL: http://web.ebscohost.com/ehost/pdfviewer/pdfvie...
Document Type: Article
URI: https://fis.uni-bamberg.de/handle/uniba/598
Release Date: 29. October 2012