A stochastic-volatility model for pricing power variants of exchange options
Year of publication: |
2019
|
---|---|
Authors: | Xia, Weixuan |
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. 26.2019, 4, p. 113-127
|
Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
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