Stochastic lattice models for valuation of volatility options
Year of publication: |
June 2015
|
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Authors: | Ma, Jingtang ; Li, Wenyuan ; Han, Xu |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 47.2015, p. 93-104
|
Subject: | Volatility options | Stochastic volatility | Lattice algorithm | Trinomial trees | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Experiment |
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