On the closed-form approximation of short-time random strike options

dc.contributor.author Alòs, Elisaca
dc.contributor.author León, Jorge A.ca
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
dc.date.issued 2013-05-01ca
dc.date.modified 2016-09-29T02:50:39Zca
dc.format.mimetype application/pdfca
dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=1347ca
dc.identifier.uri http://hdl.handle.net/10230/20484ca
dc.language.iso engca
dc.relation.ispartofseries Economics and Business Working Papers Series; 1347ca
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
dc.rights.accessRights info:eu-repo/semantics/openAccessca
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
dc.subject.keyword Statistics, Econometrics and Quantitative Methodsca
dc.subject.keyword spread optionsca
dc.subject.keyword kirk's formulaca
dc.subject.keyword malliavin calculusca
dc.subject.keyword derivative operator in the malliavin calculus senseca
dc.subject.keyword skorohod integral.ca
dc.title On the closed-form approximation of short-time random strike optionsca
dc.type info:eu-repo/semantics/workingPaperca

Col·leccions