Using options to price maturity guarantees
By: by Michael Beenstock and Valerie Brasse.
Contributors: Brasse, Valerie.; City University. Business School.
Series: Working paper -- no.67; Working paper series (City University. Business School) -- no.67.
Publisher: City University Business School
Published: 1984
Place of publication: London (Frobisher Crescent, The Barbican, EC2Y 8HYB)
Language: eng
Number of pages: 31
Subjects: Put and call transactions -- Great Britain -- Econometric models.; Stocks -- Prices -- Great Britain -- Econometric models.
Notes: Bibliography, p30-31.