Option pricing for a birth-death stock price model

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

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Details

  • 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
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