A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
Year of publication: |
2012
|
---|---|
Authors: | Takahashi, Akihiko |
Other Persons: | Yamada, Toshihiro (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 19, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2007584 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The information content of the volatility index options trading volume
Gu, Chen, (2022)
-
Volatility smile interpolation with radial basis functions
Azemtsa Donfack, Hermann, (2022)
-
Contingent claims analysis in corporate finance
Crouhy, Michel, (2023)
- More ...
-
Kato, Takashi, (2013)
-
Kato, Takashi, (2012)
-
An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach
Takahashi, Akihiko, (2012)
- More ...