Exotic option pricing in Heston's stochastic volatility model
Year of publication: |
2008
|
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Authors: | Griebsch, Susanne A. |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Mathematisches Modell |
Description of contents: | Table of Contents [gbv.de] |
-
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A., (2010)
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Put-call symmetry : extensions and applications
Carr, Peter, (2009)
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Exotic derivatives under stochastic volatility models with jumps
Mijatović, Aleksandar, (2011)
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Griebsch, Susanne A., (2013)
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Griebsch, Susanne A., (2013)
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A stochastic approach to the valuation of barrier options in Heston's stochastic volatility model
Griebsch, Susanne A., (2012)
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