A One-Factor Volatility Smile Model with Closed-Form Solutions for European Options
Year of publication: |
2006
|
---|---|
Authors: | Li, Anlong |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | EU-Staaten | EU countries | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Financial Management Journal, Vol. 5, pp. 203-222, 1999 |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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