An arbitrage-free interpolation of class C2 for option prices
Fabien Le Floc'h
| Year of publication: |
2021
|
|---|---|
| Authors: | Le Floc'h, Fabien |
| Subject: | Options | statistical methods | Optionspreistheorie | Option pricing theory | Statistische Methode | Statistical method | Derivat | Derivative | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Im Titel ist "2" hochgestellt |
| Other identifiers: | 10.3905/jod.2020.1.119 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012612921