A simplified approach to approximate diffusion processes widely used in finance
Year of publication: |
2010
|
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Authors: | Costabile, Massimo ; Massabó, Ivar |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 3, p. 65-85
|
Subject: | Derivat | Derivative | Volatilität | Volatility | Qualitative Methode | Qualitative method | Theorie | Theory |
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