Forward start options under stochastic volatility and stochastic interest rates
Rehez Ahlip; Marek Rutkowski
| Year of publication: |
2009
|
|---|---|
| Authors: | Ahlip, Rehez ; Rutkowski, Marek |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 2, p. 208-225
|
| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| 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/10003855780