A new approach for option pricing under stochastic volatility
Year of publication: |
2007
|
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Authors: | Carr, Peter ; Sun, Jian |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 10.2007, 2, p. 87-150
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Swap | Theorie | Theory |
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