Exotic geometric average options pricing under stochastic volatility
Nabil Tahani
| Year of publication: |
2013
|
|---|---|
| Authors: | Tahani, Nabil |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 3/4, p. 229-245
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| Subject: | geometric average | stochastic volatility | option pricing | Gauss-Laguerre quadrature rule | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
| 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/10010187667