Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
by Louis O. Scott
| Year of publication: |
1995 ; Rev
|
|---|---|
| Authors: | Scott, Louis O. |
| Publisher: |
[Athens, Ga.] |
| Subject: | Schätzung | Estimation | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income |
| Extent: | 27, 3 Bl |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000913282