American Option Pricing Under Two Stochastic Volatility Processes
Year of publication: |
2013
|
---|---|
Authors: | Ziveyi, Jonathan |
Other Persons: | Chiarella, Carl (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2013 erstellt Volltext nicht verfügbar |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D11 - Consumer Economics: Theory |
Source: | ECONIS - Online Catalogue of the ZBW |
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