Comparison results for stochastic volatility models via coupling
David Hobson
| Year of publication: |
2009
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|---|---|
| Authors: | Hobson, David G. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 1, p. 129-152
|
| Subject: | Martingal | Martingale | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| 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/10003924831