On two transform methods for the valuation of contingent claims
Chuma Raphael Nwozo; Sunday Emmanuel Fadugba
| Year of publication: |
2015
|
|---|---|
| Authors: | Nwozo, Chuma Raphael ; Fadugba, Sunday Emmanuel |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 2, p. 88-112
|
| Subject: | Bates Model | Black-Scholes Model | Contingent Claim | Double Exponential Jump-Diffusion Model | European Option | Fast Fourier Transform Method | Fast Hilbert Transform Method | Heston Model | Merton’s Model | Stochastic Volatility Model | Timer Option | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Volatilität | Volatility | CAPM |
| Extent: | graph. Darst. |
|---|---|
| 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/10011398726