Asymptotic pricing of commodity derivatives using stochastic volatility spot models
Samuel Hikspoors & Sebastian Jaimungal
| Year of publication: |
2008
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|---|---|
| Authors: | Hikspoors, Samuel ; Jaimungal, Sebastian |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 5/6, p. 449-477
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| Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003815252