Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stochastic volatility option pricing model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
CAPM
1
Constant-Elasticity-of-Variance (CEV) process
1
Empirical performance
1
Finite difference method of the SV model
1
Numerical experiment
1
Option pricing model
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastic volatility option pricing model
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
1
Book section
1
Language
All
English
1
Author
All
Chen, Ren-Raw
1
Lee, Cheng F.
1
Lee, Han-Hsing
1
Published in...
All
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
