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subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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An improved estimator for Black-Scholes-Merton implied volatility
Hallerbach, Winfried G.
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190907
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Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
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