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  • Search: subject:"Asian and lookback options"
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Subject
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Asian and lookback options 1 BSM model 1 Black-Scholes model 1 Black-Scholes-Modell 1 FX market 1 Hedging 1 Lévy processes 1 Monte Carlo 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Stochastic process 1 Stochastischer Prozess 1 Variance Gamma 1 hedging 1 option pricing 1
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Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Bollin, Bartłomiej 1 Ślepaczuk, Robert 1
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Working papers 1
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ECONIS (ZBW) 1
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Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322240
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