Analytic Formulas for Futures and Options for a Linear Quadratic Jump Diffusion Model with Stochastic Convenience Yield and Seasonality : Do Fish Jump?
Year of publication: |
2020
|
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Authors: | Ewald, Christian-Oliver |
Other Persons: | Zou, Yihan (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 28, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3549778 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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