European option pricing for a stochastic volatility Lévy model with stochastic interest rates
Sarisa Pinkham; Pairote Sattayatham
| Year of publication: |
2011
|
|---|---|
| Authors: | Pinkham, Sarisa ; Pairote Sattayatham |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 1.2011, 3, p. 98-108
|
| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Zins | Interest rate | Zinsstruktur | Yield curve | CAPM |
| 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/10009668518