Application of power series approximation techniques to valuation of European style options
Nikolay Gudkov and Jonathan Ziveyi
| Year of publication: |
2021
|
|---|---|
| Authors: | Gudkov, Nikolay ; Ziveyi, Jonathan |
| Subject: | European option | Fourier transforms | Power series representation | Stochastic interest rate | Stochastic volatility | Variable annuities | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionsgeschäft | Option trading | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1809696 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483842