The uncertain volatility model : a Monte Carlo apporach
Year of publication: |
2011
|
---|---|
Authors: | Guyon, Julien ; Henry-Labordère, Pierre |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 14.2010/11, 3, p. 37-71
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
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