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  • Search: subject:"Skew Tree Models"
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Arbitrage Free Option Pricing 1 Black-Scholes model 1 Black-Scholes-Modell 1 Derivat 1 Derivative 1 Implied Volatility Surface 1 Index futures 1 Index-Futures 1 Markov chain 1 Markov-Kette 1 Markovian Regime Switching 1 Option Prices and Brexit Vote 1 Option pricing theory 1 Optionspreistheorie 1 Skew Tree Models 1 Volatility 1 Volatilität 1
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Free 1
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Graue Literatur 1 Non-commercial literature 1
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English 1
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Hausmann, Wilfried 1
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Technische Hochschule Mittelhessen 1
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THM-Hochschulschriften 1
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Simple and good - option pricing with regime switching skew tree models
Hausmann, Wilfried - Technische Hochschule Mittelhessen - 2018
Persistent link: https://www.econbiz.de/10012155050
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