Smile from the Past : A General Option Pricing Framework with Multiple Volatility and Leverage Components
Year of publication: |
2014
|
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Authors: | Majewski, Adam |
Other Persons: | Bormetti, Giacomo (contributor) ; Corsi, Fulvio (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2331317 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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