Počet záznamů: 1
On the pricing of illiquid options with Black-Scholes formula
SYS 0437675 LBL 02405^^^^^2200373^^^450 005 20240103205342.7 014 $a 000350605800103 $2 WOS 100 $a 20150106d m y slo 03 ba 101 0-
$a eng $d eng 102 $a CZ 200 1-
$a On the pricing of illiquid options with Black-Scholes formula 215 $a 9 s. $c P 463 -1
$1 001 cav_un_epca*0437674 $1 010 $a 978-80-248-3631-7 $1 200 1 $a Proceedings of Managing and Modelling of Financial Risks $v S. 807-815 $1 210 $a Ostrava $c VŠB-Technická univerzita Ostrava $d 2014 $1 541 1 $a Proceedings of Managing and Modelling of Financial Risks $z eng $1 702 1 $a Čulík $b Miroslav $4 340 610 0-
$a BS formula 610 0-
$a German option market 610 0-
$a illiquid option 610 0-
$a implied parameters option valuation 700 -1
$3 cav_un_auth*0312254 $i Ekonometrie $j Department of Econometrics $k E $l E $4 070 $9 40 $a Tichý $b Tomáš $p UTIA-B $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0254103 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 40 $a Kopa $b Miloš $p UTIA-B $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0312255 $4 070 $9 20 $a Vitali $b S. $y IT 856 $u http://library.utia.cas.cz/separaty/2014/E/kopa-0437675.pdf
Počet záznamů: 1