On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model
Susanne Griebsch; Uwe Wystup. Frankfurt School of Finance & Management, Bankakademie, HfB, Centre for Practical Quantitative Finance
| Year of publication: |
2008
|
|---|---|
| Authors: | Griebsch, Susanne ; Wystup, Uwe |
| Publisher: |
Frankfurt, M. : Frankfurt School of Finance & Management |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 33 S. 30 cm |
|---|---|
| Series: | Working paper series / Centre for Practical Quantitative Finance. - Frankfurt, M. : Frankfurt School of Finance & Management, ZDB-ID 2373355-X. - Vol. No. 17 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 31 - 33 |
| Classification: | G13 - Contingent Pricing; Futures Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003801798