Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Year of publication: |
1998
|
---|---|
Authors: | Derman, Emanuel |
Other Persons: | Kani, Iraj (contributor) |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 1.1998, 1, p. 61-110
|
Subject: | Stochastischer Prozess | Stochastic process | Arbitrage Pricing | Arbitrage pricing | Terminbörse | Futures exchange | Volatilität | Volatility | Theorie | Theory |
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