Asset prices with regime-switching variance gamma dynamics
Andrew J. Royal; Robert J. Elliott
| Year of publication: |
2009
|
|---|---|
| Authors: | Royal, Andrew J. ; Elliott, Robert J. |
| Published in: |
Mathematical modeling and numerical methods in finance : special volume. - Amsterdam [u.a.] : Elsevier, North-Holland, ISBN 978-0-444-51879-8. - 2009, p. 685-710
|
| Subject: | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Simulation | Börsenkurs | Share price | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827090