Stochastic lattice models for valuation of volatility options
Jingtang Ma, Wenyuan Li, Xu Han
| Year of publication: |
June 2015
|
|---|---|
| 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 | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.02.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011438895