Pricing discrete barrier options under stochastic volatility
Kenichiro Shiraya; Akihiko Takahashi; Toshihiro Yamada
| Year of publication: |
2012
|
|---|---|
| Authors: | Shiraya, Kenichiro ; Takahashi, Akihiko ; Yamada, Toshihiro |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 19.2012, 3, p. 205-232
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| 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/10009660697