Option pricing in the moderate deviations regime
Peter Friz, Stefan Gerhold, Arpad Pinter
| Year of publication: |
2018
|
|---|---|
| Authors: | Friz, Peter K. ; Gerhold, Stefan ; Pinter, Arpad |
| Subject: | asymptotics | implied volatility | moderate deviations | option pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12156 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011969077