Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates
Year of publication: |
2008-03-01
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Authors: | Medvedev, Alexey ; Scaillet, Olivier |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Optionspreistheorie | Volatilität | Zins | Asymptotische Approximation |
Extent: | 1022976 bytes 49 p. application/pdf |
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Series: | Working paper ; 429 (2008) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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