Option pricing under stochastic volatility and trading volume

by Sadayuki Ono

Year of publication:	Mar. 2007
Other Persons:	Ono, Sadayuki (contributor)
Publisher:	York : Dep. of Economics and Related Studies, Univ. of York
Subject:	Optionsgeschäft \| Option trading \| Handelsvolumen der Börse \| Trading volume \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Modellierung \| Scientific modelling \| Black-Scholes-Modell \| Black-Scholes model \| CAPM \| Schätzung \| Estimation \| USA \| United States \| 2002-2003

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