Option pricing under a stressed-beta model
Jean-Pierre Fouque; Adam P. Tashman
| Year of publication: |
2012
|
|---|---|
| Authors: | Fouque, Jean-Pierre ; Tashman, Adam P. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 8.2012, 2/3, p. 183-203
|
| Subject: | CAPM | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| 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/10009548095