Stochastic flow approach to Dupire's formula
B. Jourdain
| Year of publication: |
2007
|
|---|---|
| Authors: | Jourdain, B. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 4, p. 521-535
|
| Subject: | put-call duality | Volatilität | Volatility | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003645525