Pricing barrier and average options in a stochastic volatility environment
Kenichiro Shiraya; Akihiko Takahashi; Masashi Toda
| Year of publication: |
2011
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|---|---|
| Authors: | Shiraya, Kenichiro ; Takahashi, Akihiko ; Toda, Masashi |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 15.2011/12, 2, p. 111-148
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
| 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/10009424800