Building a consistent pricing model from observed option prices
Jean-Paul Laurent and Dietmar P. J. Leisen
| Year of publication: |
1998
|
|---|---|
| Authors: | Laurent, Jean-Paul ; Leisen, Dietmar |
| Publisher: |
Bonn |
| Subject: | Optionspreistheorie | Volatilität | Markov-Prozess | Entropie |
| Extent: | 25 Bl. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B. - Bonn : Rhein. Friedrich-Wilhelms-Univ.. - Vol. 443 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004551399