Path dependent volatility
Paolo Foschi; Andrea Pascucci
| Year of publication: |
2008
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|---|---|
| Authors: | Foschi, Paolo ; Pascucci, Andrea |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 31.2008, 1, p. 13-32
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Pfadabhängigkeit | Path dependence | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003771581