English
Deutsch
Log In
Password Login
or
Log in with Fraunhofer Smartcard
Research Outputs
Projects
Researchers
Institutes
Statistics
Fraunhofer-Gesellschaft
Home
Fraunhofer-Gesellschaft
Konferenzschrift
Valuation of performance-dependent options in a black-scholes framework
Details
Full
Export
Statistics
Options
2008
Conference Paper
Titel
Valuation of performance-dependent options in a black-scholes framework
Author(s)
Gerstner, T.
Holtz, M.
Korn, R.
Hauptwerk
Operations Research Proceedings 2007
Konferenz
International Conference on Operations Research (OR) 2007
Language
English
google-scholar
View Details
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM