Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Year of publication: |
2000
|
---|---|
Authors: | Andersen, Leif B. G. ; Andreasen, Jesper Fredborg |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 4.2000, 3, p. 231-262
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Volatilität | Volatility | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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