Quanto option pricing in the parsimonious Heston model
G. Dimitroff; A. Szimayer; A. Wagner
| Year of publication: |
2009
|
|---|---|
| Authors: | Dimitroff, Georgi ; Szimayer, Alexander ; Wagner, Andreas |
| Publisher: |
Kaiserslautern : Fraunhofer Inst. für Techno- und Wirtschaftsmathematik, ITMW |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
| Extent: | 14 S. |
|---|---|
| Series: | Berichte des Fraunhofer ITWM. - Kaiserslautern : ITWM, ISSN 1434-9973, ZDB-ID 2436528-2. - Vol. 174 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 14 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688320