A new approach for option pricing under stochastic volatility
Peter Carr, Jian Sun
| Year of publication: |
2007
|
|---|---|
| Authors: | Carr, Peter ; Sun, Jian |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 10.2007, 2, p. 87-150
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| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Swap | Theorie | Theory |
| 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/10003705860