Option pricing applications of quadratic volatility models
Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran, Saman Muthukumarana
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Appadoo, Srimantoorao S. ; Thavaneswaran, Aerambamoorthy ; Muthukumarana, Saman |
| Published in: |
Microecononometrics : methods and applications. - London : Auris Reference, ISBN 978-1-78154-771-7. - 2016, p. 225-243
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011520270