On the implied volatility of Asian options under stochastic volatility models
Elisa Alòs, Eulalia Nualart and Makar Pravosud
| Year of publication: |
2023
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|---|---|
| Authors: | Alòs, Elisa ; Nualart, Eulalia ; Pravosud, Makar |
| Subject: | Asian options | implied volatility | Malliavin calculus | Stochastic volatility | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Asien | Asia |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2024.2346478 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015051248