A Market Model for Stochastic Implied Volatility
Authors: | Schönbucher, Philpp J. |
---|---|
Institutions: | University of Bonn, Germany |
Subject: | option pricing | stochastic volatility | implied volatility |
-
Introduction and Summary of Results (Excerpt)
Lewis, Alan L.,
-
The Term Structure of Implied Volatility
Lewis, Alan L.,
-
Option Valuation under Stochastic Volatility
Lewis, Alan L.,
- More ...
-
Ward, Felix, (2014)
-
Intergenerative Transfers und das Neo-Ricardianische Theorem
Leininger, Wolfgang, (1989)
-
Fair intergenerational redistribution policy
Lang, Guenther, (1991)
- More ...