A note on forward and backward partial differential equations for derivative contracts with forwards as underlyings
| Author: | Angelika Esser, Christian SchlagORCiDGND |
|---|---|
| URN: | urn:nbn:de:hebis:30-18289 |
| Parent Title (English): | Universität Frankfurt am Main. Fachbereich Wirtschaftswissenschaften: [Working paper series / Finance and accounting] Working paper series, Finance & Accounting ; No. 76 |
| Series (Serial Number): | Working paper series / Johann-Wolfgang-Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance & Accounting (076) |
| Publisher: | Univ., Fachbereich Wirtschaftswiss. |
| Place of publication: | Frankfurt am Main |
| Document Type: | Working Paper |
| Language: | English |
| Year of Completion: | 2001 |
| Year of first Publication: | 2001 |
| Publishing Institution: | Universitätsbibliothek Johann Christian Senckenberg |
| Release Date: | 2005/10/10 |
| GND Keyword: | Optionspreistheorie; Volatilität; Analysis |
| Issue: | Version August 9, 2001 |
| Page Number: | 12 |
| Last Page: | 11 |
| HeBIS-PPN: | 201777339 |
| Institutes: | Wirtschaftswissenschaften / Wirtschaftswissenschaften |
| Dewey Decimal Classification: | 3 Sozialwissenschaften / 33 Wirtschaft / 330 Wirtschaft |
| Licence (German): |  Deutsches Urheberrecht |
