Option pricing for a birth-death stock price model

Author(s)

• Iwaki, Hideki
• 木島, 正明 キジマ, マサアキ

Bibliographic Information

Option pricing for a birth-death stock price model

by Hideki Iwai and Masaaki Kijima

（Research report, no. 90-07）

University of Tsukuba, 1990

• NCID: BA36557888
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 21 p.
• Size: 31 cm
• Parent Bibliography ID:
  • BA36542869