Strategic option pricing
Year of publication: |
2020
|
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Authors: | Bieta, Volker ; Broll, Udo ; Siebe, Wilfried |
Publisher: |
Dresden : Technische Universität Dresden, Center of Public and International Economics (CEPIE) |
Subject: | option pricing | game theory | Nash equilibrium |
Series: | CEPIE Working Paper ; 03/20 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1728067847 [GVK] hdl:10419/223341 [Handle] RePEc:zbw:tudcep:0320 [RePEc] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C72 - Noncooperative Games |
Source: |
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Bieta, Volker, (2020)
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Strategic pricing of financial options
Bieta, Volker, (2009)
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Strategic pricing of financial options
Bieta, Volker, (2009)
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THE NEW BASEL ACCORD AND THE NATURE OF RISK: A GAME THEORETIC PERSPECTIVE
BIETA, VOLKER, (2008)
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The New Basel Accord and the Nature of Risk: A Game Theoretic Perspective
Siebe, Wilfried, (2007)
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A Strategic Approach to Financial Options
Siebe, Wilfried, (2006)
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