A closed-form solution for options with ambiguity about stochastic volatility
Gonçalo Faria; João Correia-da-Silva
| Year of publication: |
2014
|
|---|---|
| Authors: | Faria, Gonçalo ; Correira-da-Silva, João |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 17.2014, 2, p. 125-159
|
| Subject: | Option pricing | Stochastic volatility | Ambiguity | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010529639