Normal view MARC view ISBD view

Option prices in a model with stochastic disaster risk / Sang Byung Seo and Jessica A. Wachter

By:

Contributor(s):

Material type: Text

TextSeries: NBER Working Paper ; 19611Publication details: Cambridge NBER 2013Description: 70pSubject(s):

Online resources:

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Status	Barcode
Working Papers (Electronic)	IGIDR	Available	E10764

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	Russias fiscal gap /	Are closely-held firms tax shelters? /	Mothers, friends and gender identity /	Option prices in a model with stochastic disaster risk /	Valuing private equity /	Pass-through of emissions costs in electricity markets /	331.1021/LSASI.2003 Annual survey of industries, 2003-2004: Statistics on employment and labour cost	Next