Superreplication in stochastic volatility models and optimal stopping
Rüdiger Frey
| Year of publication: |
2000
|
|---|---|
| Authors: | Frey, Rüdiger |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 2, p. 161-187
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Hedging | Suchtheorie | Search theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001486701