Analytically tractable stochastic stock price models
Year of publication: |
2012
|
---|---|
Authors: | Gulisashvili, Archil |
Publisher: |
Berlin : Springer |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Kapitalmarkttheorie | Financial economics | Theorie | Theory | Aktienkurs | Optionspreis | Dichte <Stochastik> | Stochastisches Modell |
Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman, (2009)
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Gallant, A. Ronald, (1999)
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Series expansion of the SABR joint density
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Mass at zero and small-strike implied volatility expansion in the SABR model
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Extreme-Strike Asymptotics for General Gaussian Stochastic Volatility Models
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Implied volatility of basket options at extreme strikes
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