Closed-Form Asymptotics for Local Volatility Models
Year of publication: |
2010
|
---|---|
Authors: | Cheng, Wen |
Other Persons: | Costanzino, Nick (contributor) ; Mazzucato, Anna L. (contributor) ; Liechty, John (contributor) ; Nistor, Victor (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 9, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1486470 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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