American stochastic volatility call option pricing : a lattice based approach
Thomas J. Finucane ; Michael J. Tomas
| Year of publication: |
1997
|
|---|---|
| Authors: | Finucane, Thomas J. |
| Other Persons: | Tomas, Michael J. (contributor) |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 1.1996, 2, p. 183-201
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | 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/10001218116