1. Pricing S and P 500 Index Options Using a Hilbert Space Basis
Title | Pricing S and P 500 Index Options Using a Hilbert Space Basis |
---|---|
Author info | Peter A. Abken, Dilip B. Madan, Sailesh Ramamurtie |
Author | Abken Peter A. |
Co-authors | Madan Dilip B. |
Ramamurtie Sailesh | |
Issue data | Atlanta : Federal Reserve Bank of Atlanta , 1996. - 41 s. |
Issue | 1. ed. |
Edition | Working Paper , 96-21 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 336.7 - Peňažníctvo. Bankovníctvo. Burzy |
Keywords | opcie * ceny * teória peňažná * indexy * indexy burzové * testy |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 738168 |