Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Zheng Xu
| Year of publication: |
2013
|
|---|---|
| Authors: | Xu, Zheng |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 3, p. 369-373
|
| Subject: | Estimation | Stochastic volatility | Pricing formulae | Option data | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Schätzung | Schätztheorie | Estimation theory | CAPM |
| 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/10010128844