The Hybrid Stochastic-Local Volatility Model with Applications in Pricing FX Options
Year of publication: |
2016
|
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Authors: | Tian, Yu |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (146 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 19, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2399935 [DOI] |
Classification: | C6 - Mathematical Methods and Programming ; D4 - Market Structure and Pricing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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