Pricing options with vanishing stochastic volatility
Year of publication: |
2022
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Authors: | Mastroeni, Loretta |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 9, Art.-No. 175, p. 1-16
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Subject: | option pricing | stochastic volatility | arbitrage | degenerate diffusions | boundary conditions | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Arbitrage |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks10090175$xR$4LF [DOI] 10.3390/risks10090175 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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