The simulation of the implied distribution and other smile consistent stochastic volatility models: an overview
George Skiadopoulos
| Year of publication: |
2002
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|---|---|
| Authors: | Skiadopoulos, George |
| Published in: |
Financial engineering, E-commerce and supply chain. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISBN 1-4020-0640-3. - 2002, p. 189-212
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001747046