Option pricing with stochastic volatility : information-time vs. calendar-time
Carolyn W. Chang ; Jack S. K. Chang
| Year of publication: |
1996
|
|---|---|
| Authors: | Chang, Carolyn C. W. |
| Other Persons: | Chang, Jack S. K. (contributor) |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 42.1996, 7, p. 974-991
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zeitökonomie | Economy of time | Theorie | 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://ebvufind01.dmz1.zbw.eu/10001204540