A jump-diffusion approach to modelling vulnerable option pricing
Weidong Xu; Weijun Xu; Hongyi Li; Weilin Xiao
| Year of publication: |
2012
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|---|---|
| Authors: | Xu, Weidong ; Xu, Weijun ; Li, Hongyi ; Xiao, Weilin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 9.2012, 1, p. 48-56
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
| 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/10009575333