Implied remaining variance with application to Bachelier model
Jian Sun, Qiankun Niu, Shinan Cao, and Peter Carr
| Year of publication: |
2016
|
|---|---|
| Authors: | Sun, Jian ; Niu, Qiankun ; Cao, Shinan ; Carr, Peter |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 26.2016, 2, p. 78-95
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| 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/10011684715