A General Framework for Pricing Asian Options Under Stochastic Volatility on Parallel Architectures
Year of publication: |
2019
|
---|---|
Authors: | Corsaro, Stefania |
Other Persons: | Kyriakou, Ioannis (contributor) ; Marazzina, Daniele (contributor) ; Marino, Zelda (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Operational Research, 2019, 272(3), 1082-1095 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 9, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3331550 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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