Regime-Based Implied Stochastic Volatility Model for Crypto Option Pricing
Year of publication: |
2022
|
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Authors: | Saef, Danial ; Wang, Yuanrong ; Aste, Tomaso |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Aktienoption | Stock option |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 15, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4190481 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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