A fast calibrating volatility model for option pricing
Paresh Date; Suren Islyaev
| Year of publication: |
2015
|
|---|---|
| Authors: | Date, Paresh ; Islyaev, Suren |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 243.2015, 2 (1.6.), p. 599-606
|
| Subject: | Stochastic volatility models | Option pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010510013