On the calibration of local jump-diffusion asset price models
S. Kindermann; P. A. Mayer
| Year of publication: |
2011
|
|---|---|
| Authors: | Kindermann, Stefan ; Mayer, Philipp |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 4, p. 685-724
|
| Subject: | CAPM | Stochastischer Prozess | Stochastic process | 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/10009423286