Pricing options of security portfolio in cyclical economic environment.
- Resource Type
- Article
- Authors
- Mao, Hong; Wen, Zhongkai
- Source
- Journal of Asset Management; Sep2019, Vol. 20 Issue 5, p384-394, 11p
- Subject
- INVESTMENTS
PRICES of securities
BLACK-Scholes model
NUMERICAL analysis
- Language
- ISSN
- 14708272
Copyright of Journal of Asset Management is the property of Palgrave Macmillan Ltd. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)