A general formula for option prices in a stochastic volatility model
Year of publication: |
2012
|
---|---|
Authors: | Ching, Stephen ; Dufresne, Daniel |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 3/4, p. 313-340
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
-
Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps
Jondeau, Eric, (2013)
-
Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel, (2016)
-
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun, (2017)
- More ...
-
A general formula for option prices in a stochastic volatility model
Ching, Stephen, (2009)
-
Cobweb theorems with production lags and price forecasting
Dufresne, Daniel, (2012)
-
Stability of pension systems when rates of return are random
Dufresne, Daniel, (1989)
- More ...