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Search: subject:"Fourier inversion"
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Fourier inversion
19
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
11
Stochastischer Prozess
10
stochastic volatility
7
characteristic function
6
Option trading
5
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Volatilität
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4
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damping
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option pricing
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saddlepoint approximations
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3
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3
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Theory
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2
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2
Characteristic function
2
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2
Correlation
2
Credit risk
2
Exchange option
2
Finance
2
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2
Fourier-Inversion method
2
Heston stochastic volatility model
2
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2
Kreditrisiko
2
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2
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Kahl, Christian
4
Lord, Roger
4
Byström, Hans
2
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2
Chen, Rongda
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Fusai, Gianluca
2
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2
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2
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2
Stahl, Daniel H.
2
Yu, Lean
2
Zhang, Zhimin
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Anderluh, J.
1
Anderluh, J. H. M.
1
BERNARD, CAROLE
1
Bernard, Carole
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CUI, ZHENYU
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Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
14
RePEc
8
EconStor
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21
Double-sided Parisian option pricing
Anderluh, J.
;
Weide, J.
- In:
Finance and Stochastics
13
(
2009
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10005166864
Saved in:
22
Double-sided Parisian option pricing
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10003939511
Saved in:
23
Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
Byström, Hans
-
2000
calculated through
Fourier-Inversion
. These call option prices are compared to Black-Scholes prices as well as observed market …
Persistent link: https://www.econbiz.de/10013208410
Saved in:
24
Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
Byström, Hans
-
Nationalekonomiska Institutionen, Ekonomihögskolan
-
2000
calculated through
Fourier-Inversion
. These call option prices are compared to Black-Scholes prices as well as observed market …
Persistent link: https://www.econbiz.de/10005190591
Saved in:
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