A lattice-based model for evaluating bonds and interest-sensitive claims under stochastic volatility
Year of publication: |
June 2018
|
---|---|
Authors: | Russo, Emilio ; Staino, Alessandro |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 21.2018, 4, p. 1-18
|
Subject: | Interest-sensitive claims | stochastic volatility | binomial algorithms | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
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