A forward shooting grid method for option pricing with stochastic volatility
Year of publication: |
2012
|
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Authors: | Costabile, Massimo ; Massabo, Ivar ; Russo, Emilio |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 20.2012, 2, p. 67-78
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Experiment |
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