Implied stochastic volatility models
Year of publication: |
2021
|
---|---|
Authors: | Aït-Sahalia, Yacine ; Li, Chenxu ; Li, Chen Xu |
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Aktienoption | Stock option | Theorie | Theory | USA | United States | 2007-2017 |
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