Calibrating and pricing with a stochastic-local volatility model
Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner, and Kais Hamza
| Year of publication: |
2015
|
|---|---|
| Authors: | Tian, Yu ; Zhu, Zili ; Lee, Geoffrey ; Klebaner, Fima C. ; Hamza, Kais |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 22.2015, 3, p. 21-39
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling |
| 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://ebvufind01.dmz1.zbw.eu/10011399673